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multiwayvcov

Multi-Way Standard Error Clustering

v1.2.3 · May 5, 2016 · BSD_2_clause + file LICENSE

Description

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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CRAN incoming feasibility

Maintainer: ‘Nathaniel Graham <npgraham1@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Nathaniel",
                      family = "Graham",
                      role = c("aut", "cre"),
                      email = "npgraham1@gmail.com"),
               person(given = "Mahmood",
                      family = "Arai",
                      role = "aut"),
               person(given = "Björn",
                      family = "Hagströmer",
                      role = "aut"))
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Nathaniel Graham <npgraham1@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Nathaniel",
                      family = "Graham",
                      role = c("aut", "cre"),
                      email = "npgraham1@gmail.com"),
               person(given = "Mahmood",
                      family = "Arai",
                      role = "aut"),
               person(given = "Björn",
                      family = "Hagströmer",
                      role = "aut"))
as necessary.

Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Nathaniel Graham <npgraham1@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Nathaniel",
                      family = "Graham",
                      role = c("aut", "cre"),
     
...[truncated]...
              person(given = "Mahmood",
                      family = "Arai",
                      role = "aut"),
               person(given = "Björn",
                      family = "Hagströmer",
                      role = "aut"))
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Nathaniel Graham <npgraham1@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Nathaniel",
                      family = "Graham",
                      role = c("aut", "cre"),
     
...[truncated]...
              person(given = "Mahmood",
                      family = "Arai",
                      role = "aut"),
               person(given = "Björn",
                      family = "Hagströmer",
                      role = "aut"))
as necessary.

Code

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Reverse Dependencies (4)

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Dependency Network

Dependencies Reverse dependencies sandwich boot CMatching ExPanDaR gravity sandwich multiwayvcov

Version History

6 tracked
new 1.2.3 Mar 10, 2026
updated 1.2.3 ← 1.2.2 diff May 4, 2016
updated 1.2.2 ← 1.2.1 diff Sep 24, 2015
updated 1.2.1 ← 1.2.0 diff Oct 19, 2014
updated 1.2.0 ← 1.0.4 diff Sep 5, 2014
new 1.0.4 Jul 1, 2014