Package: multiwayvcov 1.2.3
multiwayvcov: Multi-Way Standard Error Clustering
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.
Authors:
multiwayvcov_1.2.3.tar.gz
multiwayvcov_1.2.3.zip(r-4.5)multiwayvcov_1.2.3.zip(r-4.4)multiwayvcov_1.2.3.zip(r-4.3)
multiwayvcov_1.2.3.tgz(r-4.4-any)multiwayvcov_1.2.3.tgz(r-4.3-any)
multiwayvcov_1.2.3.tar.gz(r-4.5-noble)multiwayvcov_1.2.3.tar.gz(r-4.4-noble)
multiwayvcov_1.2.3.tgz(r-4.4-emscripten)multiwayvcov_1.2.3.tgz(r-4.3-emscripten)
multiwayvcov.pdf |multiwayvcov.html✨
multiwayvcov/json (API)
NEWS
| # Install 'multiwayvcov' in R: |
| install.packages('multiwayvcov', repos = c('https://npgraham1.r-universe.dev', 'https://cloud.r-project.org')) |
- petersen - Simulation of clustering with firm and time effects.
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 9 years agofrom:2e220c6839. Checks:OK: 3 NOTE: 4. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 13 2024 |
| R-4.5-win | OK | Nov 13 2024 |
| R-4.5-linux | OK | Nov 13 2024 |
| R-4.4-win | NOTE | Nov 13 2024 |
| R-4.4-mac | NOTE | Nov 13 2024 |
| R-4.3-win | NOTE | Nov 13 2024 |
| R-4.3-mac | NOTE | Nov 13 2024 |
Exports:cluster.bootcluster.vcov
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Bootstrapped multi-way standard error clustering | cluster.boot |
| Multi-way standard error clustering | cluster.vcov |
| Simulation of clustering with firm and time effects. | petersen |
