multiwayvcov

Exports two functions implementing multi-way clustering using the method suggested by Cameron, Gelbach, & Miller (2011) and cluster (or block) bootstrapping for estimating variance-covariance matrices. Normal one and two-way clustering matches the results of other common statistical packages. Missing values are handled transparently and rudimentary parallelization support is provided.

Last 30 days

This package has been downloaded 2,426 times in the last 30 days. Consider this 'mid-tier influencer' status—if it were a TikTok, it would get a nod from nieces and nephews. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 279 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 25,925 times in the last 365 days. The academic equivalent of having a dedicated subreddit. There are fans, and maybe even a few trolls! The day with the most downloads was Apr 04, 2025 with 279 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.