multiwayvcov
Multi-Way Standard Error Clustering
Exports two functions implementing multi-way clustering using the method suggested by Cameron, Gelbach, & Miller (2011) and cluster (or block) bootstrapping for estimating variance-covariance matrices. Normal one and two-way clustering matches the results of other common statistical packages. Missing values are handled transparently and rudimentary parallelization support is provided.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.2.3 |
2026-04-09 windows/windows R-4.5 | multiwayvcov_1.2.3.zip |
119.3 KiB |