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-4.7-any)multiwayvcov_1.2.3.zip(r-4.6-any)multiwayvcov_1.2.3.zip(r-4.5-any)
multiwayvcov_1.2.3.tgz(r-4.6-any)multiwayvcov_1.2.3.tgz(r-4.5-any)
multiwayvcov_1.2.3.tar.gz(r-4.7-any)multiwayvcov_1.2.3.tar.gz(r-4.6-any)
multiwayvcov_1.2.3.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
multiwayvcov/json (API)
| # 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 from:2e220c6839. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 102 | ||
| source / vignettes | OK | 214 | ||
| linux-release | OK | 146 | ||
| macos-release | OK | 158 | ||
| macos-oldrel | OK | 178 | ||
| windows-devel | OK | 60 | ||
| windows-release | OK | 71 | ||
| windows-oldrel | OK | 56 | ||
| wasm-release | OK | 99 |
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 |