Computes p-values and confidence intervals for GLM models based on cluster-specific model estimation (Ibragimov and Muller 2010). A separate model is estimated in each cluster, and then p-values and confidence intervals are computed based on a t/normal distribution of the cluster-specific estimates.
cluster.bs.ivreg
(Package: clusterSEs) :
Pairs Cluster Bootstrapped p-Values For Regression With Instrumental Variables
This software estimates p-values using pairs cluster bootstrapped t-statistics for instrumental variables regression models (Cameron, Gelbach, and Miller 2008). The data set is repeatedly re-sampled by cluster, a model is estimated, and inference is based on the sampling distribution of the pivotal (t) statistic.
This software estimates p-values using pairs cluster bootstrapped t-statistics for multinomial logit models (Cameron, Gelbach, and Miller 2008). The data set is repeatedly re-sampled by cluster, a model is estimated, and inference is based on the sampling distribution of the pivotal (t) statistic.
This software estimates p-values using pairs cluster bootstrapped t-statistics for fixed effects panel linear models (Cameron, Gelbach, and Miller 2008). The data set is repeatedly re-sampled by cluster, a model is estimated, and inference is based on the sampling distribution of the pivotal (t) statistic.
cluster.wild.ivreg
(Package: clusterSEs) :
Wild Cluster Bootstrapped p-Values For For Regression With Instrumental Variables
This software estimates p-values using wild cluster bootstrapped t-statistics for instrumental variables regression models (Cameron, Gelbach, and Miller 2008). Residuals are repeatedly re-sampled by cluster to form a pseudo-dependent variable, a model is estimated for each re-sampled data set, and inference is based on the sampling distribution of the pivotal (t) statistic. Users may choose whether to impose the null hypothesis for independent variables; the null is never imposed for the intercept or any model that includes factor variables. Confidence intervals are only reported when the null hypothesis is not imposed.
cluster.im.glm
(Package: clusterSEs) :
Cluster-Adjusted Confidence Intervals And p-Values For GLM
Computes p-values and confidence intervals for GLM models based on cluster-specific model estimation (Ibragimov and Muller 2010). A separate model is estimated in each cluster, and then p-values and confidence intervals are computed based on a t/normal distribution of the cluster-specific estimates.
This software estimates p-values using pairs cluster bootstrapped t-statistics for GLM models (Cameron, Gelbach, and Miller 2008). The data set is repeatedly re-sampled by cluster, a model is estimated, and inference is based on the sampling distribution of the pivotal (t) statistic.
This software estimates p-values using wild cluster bootstrapped t-statistics for linear family GLM models (Cameron, Gelbach, and Miller 2008). Residuals are repeatedly re-sampled by cluster to form a pseudo-dependent variable, a model is estimated for each re-sampled data set, and inference is based on the sampling distribution of the pivotal (t) statistic. Users may choose whether to impose the null hypothesis for independent variables; the null is never imposed for the intercept or any model that includes factor variables. Confidence intervals are only reported when the null hypothesis is not imposed.
Computes p-values and confidence intervals for multinomial logit models based on cluster-specific model estimation (Ibragimov and Muller 2010). A separate model is estimated in each cluster, and then p-values and confidence intervals are computed based on a t/normal distribution of the cluster-specific estimates.
This software estimates p-values using wild cluster bootstrapped t-statistics for fixed effects panel linear models (Cameron, Gelbach, and Miller 2008). Residuals are repeatedly re-sampled by cluster to form a pseudo-dependent variable, a model is estimated for each re-sampled data set, and inference is based on the sampling distribution of the pivotal (t) statistic. The null is never imposed for PLM models.