clustered-standard-errors

There are 7 repositories under clustered-standard-errors topic.

bashtage/linearmodels
Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
Language:Python957 25 177184
FixedEffects/FixedEffectModels.jl
Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables
Language:Julia232 7 12446
s3alfisc/fwildclusterboot
Fast Wild Cluster Bootstrap Inference for Regression Models / OLS in R. Additionally, R port to WildBootTests.jl via the JuliaConnectoR.
Language:R24 4 1134
s3alfisc/summclust
R module for cluster specific information (as in the Stata summclust module)
Language:R6 1 202
DiogoFerrari/ceser
Compute Cluster Estimated Standard Error (CESE)
Language:R2 2 01
adrian-io/pisa-clustered-ols
Prediction of all countries’ PISA scores with macroeconomic indicators using pooled OLS with clustered standard errors
Language:Jupyter Notebook1 1 00
calosor/ols_regression
OLS regression with possibility of controlling for fixed effects and robust standard errors
Language:Python0 1 00