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multiwayvcov  

Multi-Way Standard Error Clustering
View on CRAN: Click here


Download and install multiwayvcov package within the R console
Install from CRAN:
install.packages("multiwayvcov")

Install from Github:
library("remotes")
install_github("cran/multiwayvcov")

Install by package version:
library("remotes")
install_version("multiwayvcov", "1.2.3")



Attach the package and use:
library("multiwayvcov")
Maintained by
Nathaniel Graham
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2014-07-02
Latest Update: 2016-05-05
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.
How to cite:
Nathaniel Graham (2014). multiwayvcov: Multi-Way Standard Error Clustering. R package version 1.2.3, https://cran.r-project.org/web/packages/multiwayvcov. Accessed 04 Jul. 2026.
Previous versions and publish date:
1.0.4 (2014-07-02 10:22), 1.2.0 (2014-09-06 08:15), 1.2.1 (2014-10-20 10:30), 1.2.2 (2015-09-25 13:57)
Other packages that cited multiwayvcov R package
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Other R packages that multiwayvcov depends, imports, suggests or enhances
Complete documentation for multiwayvcov
Functions, R codes and Examples using the multiwayvcov R package
Some associated functions: cluster.boot . cluster.vcov . petersen . 
Some associated R codes: Full multiwayvcov package functions and examples
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