dfadjust (Q110627): Difference between revisions
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Latest revision as of 18:56, 12 March 2024
Degrees of Freedom Adjustment for Robust Standard Errors
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | dfadjust |
Degrees of Freedom Adjustment for Robust Standard Errors |
Statements
4 October 2023
0 references
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.
0 references
