clubSandwich
Cluster-robust variance estimation
R and Stata packages for calculating cluster-robust variance estimators (i.e., sandwich estimators) with small-sample corrections, including the bias-reduced linearization estimator of Bell and McCaffrey (2002) and extensions proposed in Tipton (2015), Tipton and Pustejovsky (2015), and Pustejovsky and Tipton (2016).
- R package available on the Comprehensive R Archive Network
- R source code on Github
- Stata package available on the SSC Archive
- Stata source code on Github
Citation
BibTeX citation:
@software{pustejovsky2023,
author = {Pustejovsky, James E.},
title = {clubSandwich},
version = {0.5.11},
date = {2023-06-20},
url = {https://jepusto.netlify.app/software/clubSandwich/},
doi = {10.32614/CRAN.package.clubSandwich},
note = {R package},
langid = {en}
}
For attribution, please cite this work as:
Pustejovsky, J. E. (2023). clubSandwich (Version 0.5.11) [R
package]. https://doi.org/10.32614/CRAN.package.clubSandwich