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r-multiwayvcov

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Exports two functions implementing multi-way clustering using the method suggested by Cameron, Gelbach, & Miller (2011) and cluster (or block) bootstrapping for estimating variance-covariance matrices. Normal one and two-way clustering matches the results of other common statistical packages. Missing values are handled transparently and rudimentary parallelization support is provided.

Installation

To install this package, run one of the following:

Conda
$conda install f30a78ec8::r-multiwayvcov

Usage Tracking

1.2.3
1 / 8 versions selected
Total downloads: 0

About

Summary

Exports two functions implementing multi-way clustering using the method suggested by Cameron, Gelbach, & Miller (2011) and cluster (or block) bootstrapping for estimating variance-covariance matrices. Normal one and two-way clustering matches the results of other common statistical packages. Missing values are handled transparently and rudimentary parallelization support is provided.

Information Last Updated

Mar 25, 2025 at 16:18

License

BSD_2_clause

Total Downloads

9