dfadjust 1.0.4
Minor improvements and fixes
- Adjust tolerance in unit tests so there are no issues on M1 Mac
dfadjust 1.0.3
Minor improvements and fixes
- Fix incorrect computation of p-values in the
print.dfadjustSE
method
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
dfadjust 1.0.1
Minor improvements and fixes
- Fix problem with failing tests when platform didn’t use long double
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)