This repository contains the command dyadclust for Stata, which estimates cluster-robust standard errors for dyadic data using multiway decomposition as described in Aronow et al. (2015).
The package also supports parallel computing. For parallelization, the parallel package needs to be installed.
To install the package and update it the following command can be used in Stata:
net install dyadclust, from (https://raw.githubusercontent.com/cfbalcazar/dyadclust/main/dyadclust/) replace force all
Improvements to the code are welcomed.
An R implementation can be found here.
Keywords: dyadic clustering stata