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-4.5-any)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'))
Datasets:
  • petersen - Simulation of clustering with firm and time effects.

On CRAN:

Conda:

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

4.20 score 1 stars 3 packages 329 scripts 2.7k downloads 2 mentions 2 exports 4 dependencies

Last updated 9 years agofrom:2e220c6839. Checks:4 OK, 5 NOTE. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 13 2025
R-4.5-winOKMar 13 2025
R-4.5-macOKMar 13 2025
R-4.5-linuxOKMar 13 2025
R-4.4-winNOTEMar 13 2025
R-4.4-macNOTEMar 13 2025
R-4.4-linuxNOTEMar 13 2025
R-4.3-winNOTEMar 13 2025
R-4.3-macNOTEMar 13 2025

Exports:cluster.bootcluster.vcov

Dependencies:bootlatticesandwichzoo