Compute Cluster Robust Standard Errors with Degrees of Freedom Adjustments

Estimate different types of cluster robust standard errors (CR0, CR1, CR2) with degrees of freedom adjustments. Standard errors are computed based on 'Liang and Zeger' (1986) and Bell and 'McCaffrey' < https://www150.statcan.gc.ca/n1/en/pub/12-001-x/2002002/article/9058-eng.pdf?st=NxMjN1YZ>. Functions used in Huang and Li , Huang, 'Wiedermann', and 'Zhang' , and Huang, 'Zhang', and Li (forthcoming: Journal of Research on Educational Effectiveness).


CR2

Compute CR0, CR1, CR2 cluster robust standard errors with empirical-degrees of freedom adjustments

Includes syntax that computes the standard error adjustments and degrees of freedom adjustments. Syntax is not optimized for speed but included for readers who want to follow through the syntax step-by-step.

To uninstall: Extensions -> Utilities -> Custom Dialog Builder (Compatability Mode). Select File -> Uninstall ... Select the Cluster_Robust_Reg_compatibility

Reference manual

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install.packages("CR2")

0.2.1 by Francis Huang, 4 years ago


https://github.com/flh3/CR2


Report a bug at https://github.com/flh3/CR2/issues


Browse source code at https://github.com/cran/CR2


Authors: Francis Huang [aut, cre] , Bixi Zhang [aut]


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports stats, lme4, nlme, Matrix, methods, generics, magrittr, broom, dplyr, performance, tibble


See at CRAN