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rddtools
vcovCluster
vcovCluster function
Cluster Heteroskedasticity-consistent estimation of the covariance matrix.
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rddtools package
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Maintainer: Matthieu Stigler
License: GPL (>= 3)
Last published: 2025-10-29
Useful links
https://github.com/bquast/rddtools/issues
https://github.com/bquast/rddtools