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clusterSEs  

Calculate Cluster-Robust p-Values and Confidence Intervals
View on CRAN: Click here


Download and install clusterSEs package within the R console
Install from CRAN:
install.packages("clusterSEs")

Install from Github:
library("remotes")
install_github("cran/clusterSEs")

Install by package version:
library("remotes")
install_version("clusterSEs", "2.6.5")



Attach the package and use:
library("clusterSEs")
Maintained by
Justin Esarey
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-03-03
Latest Update: 2021-04-05
Description:
Calculate p-values and confidence intervals using cluster-adjusted t-statistics (based on Ibragimov and Muller (2010) , pairs cluster bootstrapped t-statistics, and wild cluster bootstrapped t-statistics (the latter two techniques based on Cameron, Gelbach, and Miller (2008) . Procedures are included for use with GLM, ivreg, plm (pooling or fixed effects), and mlogit models.
How to cite:
Justin Esarey (2015). clusterSEs: Calculate Cluster-Robust p-Values and Confidence Intervals. R package version 2.6.5, https://cran.r-project.org/web/packages/clusterSEs. Accessed 22 Dec. 2024.
Previous versions and publish date:
1.0 (2015-03-03 18:21), 1.1 (2015-03-05 07:32), 1.2 (2015-03-11 23:17), 2.0.1 (2015-07-15 01:54), 2.0 (2015-06-24 00:57), 2.1 (2015-08-05 17:21), 2.2 (2016-05-01 09:49), 2.3.1 (2016-06-06 20:36), 2.3.2 (2016-07-17 13:37), 2.3.3 (2017-03-05 17:26), 2.4.1 (2017-09-28 16:16), 2.4 (2017-05-20 09:14), 2.5.1 (2018-10-29 16:30), 2.5 (2018-06-01 23:34), 2.6.1 (2019-06-09 18:00), 2.6.2 (2019-09-15 19:50), 2.6.4 (2021-03-05 07:30), 2.6 (2019-06-09 06:50)
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