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:Nathaniel Graham and Mahmood Arai and Björn Hagströmer

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

Peer review:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2 exports 1 stars 1.31 score 4 dependencies 2 dependents 2 mentions 309 scripts 1.7k downloads

Last updated 8 years agofrom:2e220c6839. Checks:OK: 1 NOTE: 6. Indexed: yes.

Exports:cluster.bootcluster.vcov

Dependencies:bootlatticesandwichzoo