r-multiwayvcov
Multi-Way Standard Error Clustering
Multi-Way Standard Error Clustering
To install this package, run one of the following:
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.
Summary
Multi-Way Standard Error Clustering
Information Last Updated
Mar 25, 2025 at 16:19
License
BSD_2_clause
Total Downloads
6