dfadjust (Q110627)
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Degrees of Freedom Adjustment for Robust Standard Errors
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | dfadjust |
Degrees of Freedom Adjustment for Robust Standard Errors |
Statements
4 October 2023
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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.
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