multiwayvcov (1.2.3)

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Multi-Way Standard Error Clustering.

http://sites.google.com/site/npgraham1/research/code
http://cran.r-project.org/web/packages/multiwayvcov

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.

Maintainer: Nathaniel Graham
Author(s): Nathaniel Graham and Mahmood Arai and Bjrn Hagstrmer

License: BSD_2_clause + file LICENSE

Uses: boot, sandwich, lmtest
Reverse suggests: miceadds, sandwich

Released over 1 year ago.


2 previous versions

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