robust-small-sample-standard-errors - dfadjust 1.0.5

Minor improvements and fixes

• Fix inaccuracies about theoretical properties of the variance estimator in package vignette

- R
Published by kolesarm almost 3 years ago

robust-small-sample-standard-errors - v1.0.4

dfadjust 1.0.4

Minor improvements and fixes

• Adjust tolerance in unit tests so there are no issues on M1 Mac

- R
Published by kolesarm about 4 years ago

robust-small-sample-standard-errors -

dfadjust 1.0.3

Minor improvements and fixes

• Fix incorrect computation of p-values in the print.dfadjustSE method

- R
Published by kolesarm almost 5 years ago

robust-small-sample-standard-errors - v1.0.2

dfadjust 1.0.2

Minor improvements and fixes

• Fix incorrect computation of CR2 variance estimator and degrees of freedom adjustment if data not sorted by cluster

- R
Published by kolesarm over 5 years ago

robust-small-sample-standard-errors - v1.0.1

dfadjust 1.0.1

Minor improvements and fixes

• Fix problem with failing tests when platform didn't use long double

- R
Published by kolesarm over 6 years ago

robust-small-sample-standard-errors -

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)

- R
Published by kolesarm almost 7 years ago