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r-multiwayvcov

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Multi-Way Standard Error Clustering

Installation

To install this package, run one of the following:

Conda
$conda install odsp-test::r-multiwayvcov

Usage Tracking

1.2.3
1 / 8 versions selected
Total downloads: 0

Description

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.

About

Summary

Multi-Way Standard Error Clustering

Information Last Updated

Mar 25, 2025 at 16:19

License

BSD_2_clause

Total Downloads

6