dfadjust
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 (2016) <doi:10.1162/REST_a_00552> for a discussion of these adjustments.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1.0 |
2026-04-09 windows/windows R-4.5 | dfadjust_1.1.0.zip |
220.1 KiB |