Calculate Cluster-Robust p-Values and Confidence Intervals

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, plm (pooling or fixed effects), and mlogit models.


Reference manual

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install.packages("clusterSEs")

2.6.6 by Justin Esarey, 4 months ago


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


Authors: Justin Esarey [aut, cre]


Documentation:   PDF Manual  


GPL (>= 2) license


Depends on Formula, dfidx, lmtest, mlogit, plm, sandwich


Imported by mmiCATs.

Suggested by crwbmetareg.


See at CRAN