7 results for “topic:clustered-standard-errors”
Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables
Fast Wild Cluster Bootstrap Inference for Regression Models / OLS in R. Additionally, R port to WildBootTests.jl via the JuliaConnectoR.
R module for cluster specific information (as in the Stata summclust module)
Compute Cluster Estimated Standard Error (CESE)
Prediction of all countries’ PISA scores with macroeconomic indicators using pooled OLS with clustered standard errors
OLS regression with possibility of controlling for fixed effects and robust standard errors