Degrees of Freedom Adjustment for Robust Standard Errors

Computes small-sample degrees of freedom adjustment for heteroskedasticity robust standard errors, and for clustered standard errors in linear regression. See Imbens and Kolesár (1994) for a discussion of these adjustments.


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install.packages("dfadjust")

1.0.0 by Michal Kolesár, 4 months ago


https://github.com/kolesarm/Robust-Small-Sample-Standard-Errors


Report a bug at https://github.com/kolesarm/Robust-Small-Sample-Standard-Errors/issues


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


Authors: Michal Kolesár [aut, cre]


Documentation:   PDF Manual  


MIT + file LICENSE license


Suggests testthat, sandwich, knitr, rmarkdown, spelling, formatR


See at CRAN