clusterSEs (2.4)

Calculate Cluster-Robust p-Values and Confidence Intervals.

http://cran.r-project.org/web/packages/clusterSEs

Calculate p-values and confidence intervals using cluster-adjusted t-statistics (based on Ibragimov and Muller (2010) , pairs cluster bootstrapped t-statistics, and wild cluster bootstrapped t-statistics (the latter two techniques based on Cameron, Gelbach, and Miller (2008) . Procedures are included for use with GLM, ivreg, plm (pooling or fixed effects), and mlogit models.

Maintainer: Justin Esarey
Author(s): Justin Esarey [aut, cre]

License: GPL (>= 2)

Uses: AER, Formula, lmtest, mlogit, plm, sandwich

Released 4 months ago.