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multiwayvcov
View on CRAN: Click
here
Download and install multiwayvcov package within the R console
Install from CRAN:
install.packages("multiwayvcov")
Install from Github:
library("remotes")
install_github("cran/multiwayvcov")
Install by package version:
library("remotes")
install_version("multiwayvcov", "1.2.3")
Attach the package and use:
library("multiwayvcov")
Maintained by
Nathaniel Graham
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
10.32614/CRAN.package.multiwayvcov . multiwayvcov results . multiwayvcov.pdf . multiwayvcov_1.2.3.tar.gz . multiwayvcov_1.2.3.zip . multiwayvcov_1.2.3.zip . multiwayvcov_1.2.3.zip . multiwayvcov_1.2.3.tgz . multiwayvcov_1.2.3.tgz . multiwayvcov_1.2.3.tgz . multiwayvcov_1.2.3.tgz . multiwayvcov archive . https://CRAN.R-project.org/package=multiwayvcov .
First Published: 2014-07-02
Latest Update: 2016-05-05
Description:
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.
How to cite:
Nathaniel Graham (2014). multiwayvcov: Multi-Way Standard Error Clustering. R package version 1.2.3, https://cran.r-project.org/web/packages/multiwayvcov. Accessed 05 May. 2025.
Previous versions and publish date:
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imports, suggests or enhances
Complete documentation for multiwayvcov
Functions, R codes and Examples using
the multiwayvcov R package
Some associated functions: cluster.boot . cluster.vcov . petersen .
Some associated R codes: Full multiwayvcov package functions and examples
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