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v1.0.0

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@kolesarm kolesarm released this 23 Aug 19:21

dfadjust 1.0.0

New Features

  • The function dfadjustSE implements small-sample degrees of freedom adjustment discussed in Imbens and Kolesár (2016), using both heteroskedasticity-robust and clustered standard errors. For clustered standard errors, the package implements both the Imbens and Kolesár (2016) and the Bell and McCaffrey (2002, Survey Methodology) degrees of freedom adjustments.
  • This implementation can handle models with fixed effects, as well as datasets with a large number of observations (for heteroskedasticity-robust standard errors) or datasets with large clusters (for clustered standard errors)