clusterSEs (Q27222)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
Calculate Cluster-Robust p-Values and Confidence Intervals
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | clusterSEs |
Calculate Cluster-Robust p-Values and Confidence Intervals |
Statements
expanded from: GPL (≥ 2) (English)
0 references
22 June 2026
0 references
Calculate p-values and confidence intervals using cluster-adjusted t-statistics (based on Ibragimov and Muller (2010) <doi:10.1198/jbes.2009.08046>, pairs cluster bootstrapped t-statistics, and wild cluster bootstrapped t-statistics (the latter two techniques based on Cameron, Gelbach, and Miller (2008) <doi:10.1162/rest.90.3.414>. Procedures are included for use with GLM, plm (pooling or fixed effects), and mlogit models.
0 references
