clusterSEs2.6.5 package

Calculate Cluster-Robust p-Values and Confidence Intervals

cluster.bs.glm

Pairs Cluster Bootstrapped p-Values For GLM

cluster.bs.ivreg

Pairs Cluster Bootstrapped p-Values For Regression With Instrumental V...

cluster.bs.mlogit

Pairs Cluster Bootstrapped p-Values For mlogit

cluster.bs.plm

Pairs Cluster Bootstrapped p-Values For PLM

cluster.im.glm

Cluster-Adjusted Confidence Intervals And p-Values For GLM

cluster.im.ivreg

Cluster-Adjusted Confidence Intervals And p-Values For GLM

cluster.im.mlogit

Cluster-Adjusted Confidence Intervals And p-Values For mlogit

cluster.wild.glm

Wild Cluster Bootstrapped p-Values For Linear Family GLM

cluster.wild.ivreg

Wild Cluster Bootstrapped p-Values For For Regression With Instrumenta...

cluster.wild.plm

Wild Cluster Bootstrapped p-Values For PLM

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Calculate p-values and confidence intervals using cluster-adjusted t-statistics (based on Ibragimov and Muller (2010) <DOI:10.1198/jbes.2009.08046>, pairs cluster bootstrapped t-statistics, and wild cluster bootstrapped t-statistics (the latter two techniques based on Cameron, Gelbach, and Miller (2008) <DOI:10.1162/rest.90.3.414>. Procedures are included for use with GLM, ivreg, plm (pooling or fixed effects), and mlogit models.

  • Maintainer: Justin Esarey
  • License: GPL (>= 2)
  • Last published: 2021-04-05