clusterSEs
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) <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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
2.6.5 |
rolling linux/jammy R-4.5 | clusterSEs_2.6.5.tar.gz |
147.3 KiB |
2.6.5 |
rolling linux/noble R-4.5 | clusterSEs_2.6.5.tar.gz |
147.1 KiB |
2.6.5 |
rolling source/ R- | clusterSEs_2.6.5.tar.gz |
29.6 KiB |
2.6.5 |
latest linux/jammy R-4.5 | clusterSEs_2.6.5.tar.gz |
147.3 KiB |
2.6.5 |
latest linux/noble R-4.5 | clusterSEs_2.6.5.tar.gz |
147.1 KiB |
2.6.5 |
latest source/ R- | clusterSEs_2.6.5.tar.gz |
29.6 KiB |
2.6.5 |
2026-04-26 source/ R- | clusterSEs_2.6.5.tar.gz |
29.6 KiB |
2.6.5 |
2026-04-23 source/ R- | clusterSEs_2.6.5.tar.gz |
29.6 KiB |
2.6.5 |
2026-04-09 windows/windows R-4.5 | clusterSEs_2.6.5.zip |
149.9 KiB |
2.6.5 |
2025-04-20 source/ R- | clusterSEs_2.6.5.tar.gz |
29.6 KiB |