I recently updated the code page for Gow, Ormazabal and Taylor (2010) to include R code. The code includes a function
coeftest.cluster which can be applied to an existing model fit to return table output based on two-way cluster-robust standard errors. See here for code illustrating its use against data from Mitchell Petersen’s website. Note that the code was adapted from code provided by Mahmood Arai.
watdo on RStudio Server on Mac OS … Randy Lai on RStudio Server on Mac OS … Get “tone… on Get “tone” from co… Sebastian on RStudio Server on Mac OS … iangow on RStudio Server on Mac OS …