Projects in Awesome Lists tagged with clustered-standard-errors
A curated list of projects in awesome lists tagged with clustered-standard-errors .
https://github.com/bashtage/linearmodels
Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
asset-pricing between-estimator clustered-standard-errors fama-macbeth first-difference fixed-effects gmm instrumental-variable iv linear-models ols panel panel-data panel-models panel-regression pooled-ols random-effects regression seemingly-unrelated-regression statistical-model
Last synced: 29 Apr 2025
https://bashtage.github.io/linearmodels/
Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
asset-pricing between-estimator clustered-standard-errors fama-macbeth first-difference fixed-effects gmm instrumental-variable iv linear-models ols panel panel-data panel-models panel-regression pooled-ols random-effects regression seemingly-unrelated-regression statistical-model
Last synced: 20 Apr 2025
https://github.com/s3alfisc/fwildclusterboot
Fast Wild Cluster Bootstrap Inference for Regression Models / OLS in R. Additionally, R port to WildBootTests.jl via the JuliaConnectoR.
clustered-standard-errors linear-regression-models wild-bootstrap wild-cluster-bootstrap
Last synced: 14 Apr 2025
https://github.com/s3alfisc/summclust
R module for cluster specific information (as in the Stata summclust module)
clustered-standard-errors fixest linear-regression robust-inference
Last synced: 14 Apr 2025