dfadjust (Q110627): Difference between revisions
From MaRDI portal
Removed claim: depends on software (P342): Item:Q13519 |
Changed an Item |
||
| Property / depends on software | |||
| Property / depends on software: R / rank | |||
Normal rank | |||
| Property / depends on software: R / qualifier | |||
software version identifier: ≥ 3.6.0 | |||
Revision as of 12:20, 4 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
