Description
Compute Cluster Robust Standard Errors with Degrees of Freedom Adjustments.
Description
Estimate different types of cluster robust standard errors (CR0, CR1, CR2) with degrees of freedom adjustments. Standard errors are computed based on 'Liang and Zeger' (1986) <doi:10.1093/biomet/73.1.13> and Bell and 'McCaffrey' <https://www150.statcan.gc.ca/n1/en/pub/12-001-x/2002002/article/9058-eng.pdf?st=NxMjN1YZ>. Functions used in Huang and Li <doi:10.3758/s13428-021-01627-0>, Huang, 'Wiedermann', and 'Zhang' <doi:10.1080/00273171.2022.2077290>, and Huang, 'Zhang', and Li (forthcoming: Journal of Research on Educational Effectiveness).
README.md
CR2
Compute CR0, CR1, CR2 cluster robust standard errors with empirical-degrees of freedom adjustments
Includes syntax that computes the standard error adjustments and degrees of freedom adjustments. Syntax is not optimized for speed but included for readers who want to follow through the syntax step-by-step.
To uninstall: Extensions -> Utilities -> Custom Dialog Builder (Compatability Mode). Select File -> Uninstall ... Select the Cluster_Robust_Reg_compatibility.