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GitHub topics: clustered-standard-errors

Additional linear models including instrumental variable and panel data models that are missing from statsmodels.

Language: Python - Size: 126 MB - Last synced: 6 days ago - Pushed: 6 days ago - Stars: 896 - Forks: 179

Compute Cluster Estimated Standard Error (CESE)

Language: R - Size: 978 KB - Last synced: 7 days ago - Pushed: almost 2 years ago - Stars: 2 - Forks: 1

Fast Wild Cluster Bootstrap Inference for Regression Models / OLS in R. Additionally, R port to WildBootTests.jl via the JuliaConnectoR.

Language: R - Size: 20.9 MB - Last synced: 15 days ago - Pushed: 15 days ago - Stars: 21 - Forks: 4

Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables

Language: Julia - Size: 1.96 MB - Last synced: 7 days ago - Pushed: about 2 months ago - Stars: 223 - Forks: 46

R module for cluster specific information (as in the Stata summclust module)

Language: R - Size: 1.59 MB - Last synced: 6 months ago - Pushed: 12 months ago - Stars: 6 - Forks: 2

Prediction of all countries’ PISA scores with macroeconomic indicators using pooled OLS with clustered standard errors

Language: Jupyter Notebook - Size: 85 KB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

OLS regression with possibility of controlling for fixed effects and robust standard errors

Language: Python - Size: 8.79 KB - Last synced: about 1 year ago - Pushed: about 1 year ago - Stars: 0 - Forks: 0

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