dfadjust
From MaRDI portal
Software:110627
Degrees of Freedom Adjustment for Robust Standard Errors
Last update: 4 October 2023
Copyright license: MIT license, File License
Software version identifier: 1.0.4, 1.0.0, 1.0.1, 1.0.2, 1.0.3, 1.0.5
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.
