multiwayvcov (Q7385872)
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Multi-Way Standard Error Clustering
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | multiwayvcov |
Multi-Way Standard Error Clustering |
Statements
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.
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5 May 2016
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Mahmood Arai
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Björn Hagströmer
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