dfadjust: Degrees of Freedom Adjustment for Robust Standard Errors
Computes small-sample degrees of freedom adjustment for heteroskedasticity robust standard errors, and for clustered standard errors in linear regression. See Imbens and Kolesár (2016) <doi:10.1162/REST_a_00552> for a discussion of these adjustments.
| Version: | 1.1.0 |
| Depends: | R (≥ 3.6.0) |
| Imports: | collapse |
| Suggests: | testthat (≥ 2.1.0), sandwich, knitr, rmarkdown, spelling, formatR |
| Published: | 2024-12-18 |
| DOI: | 10.32614/CRAN.package.dfadjust |
| Author: | Michal Kolesár 
[aut, cre, cph],
Kranz Sebastian [ctb] |
| Maintainer: | Michal Kolesár <kolesarmi at googlemail.com> |
| BugReports: | https://github.com/kolesarm/Robust-Small-Sample-Standard-Errors/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/kolesarm/Robust-Small-Sample-Standard-Errors |
| NeedsCompilation: | no |
| Language: | en-US |
| Materials: | NEWS |
| CRAN checks: | dfadjust results |
Documentation:
| Reference manual: | dfadjust.pdf |
| Vignettes: |
dfadjust (source, R code) |
Downloads:
| Package source: | dfadjust_1.1.0.tar.gz |
| Windows binaries: | r-devel: dfadjust_1.0.5.zip, r-release: dfadjust_1.0.5.zip, r-oldrel: dfadjust_1.0.5.zip |
| macOS binaries: | r-release (arm64): dfadjust_1.1.0.tgz, r-oldrel (arm64): dfadjust_1.1.0.tgz, r-release (x86_64): dfadjust_1.1.0.tgz, r-oldrel (x86_64): dfadjust_1.1.0.tgz |
| Old sources: | dfadjust archive |
Linking:
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