Degrees of Freedom Adjustment for Robust Standard Errors
Overview
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.
New Features
- Allow argument
ellto be shorter than covariate dimension. In this case,ellspecifies which subset of covariates to compute standard errors for.
Minor improvements and fixes
- Use
collapse::fsuminstead oftapplycalls to improve speed - Check that covariates are not collinear, drop the collinear ones
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- ERROR12 OK, 1 ERROR2026-06-08
- OK14 OK2026-03-10
Documentation
- Help pages
- 1
- Examples that run
- 100%1 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 100%
Downloads
Repository
- PRs merged (all time)
- not measured
- Median days to close, 50 most recently updated closed issues
- 52
- Median days to close, 50 most recently updated closed PRs
- not measured
Stars over time
Forks over time
Releases over time
Issues over time
6 development-tooling and community-health practices detected across 4 families in the upstream repository
Checks run against github.com/kolesarm/robust-small-sample-standard-errors on 2026-10-21.
The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel
Dependencies
Code & Tests
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 1.1.0Latest
- RR 4.4.0 released · 2024-04-24
- 1.0.52023-10-05 · diff ↗
- RR 4.3.0 released · 2023-04-21
- 1.0.42022-04-24 · diff ↗
- RR 4.2.0 released · 2022-04-22
- 1.0.32021-08-10 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 1.0.22021-02-24 · diff ↗
- RR 4.0.0 released · 2020-04-24
- 1.0.12019-12-16 · diff ↗
- 1.0.02019-08-23
- RR 3.6.0 released · 2019-04-26
Package metadata
- First published
- 2019-08-23
- Total releases
- 7 / 7 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 3.6.0
- Download size
- 211 KB
Cite
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