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okomarov/clusterreg

version 1.0.0.0 (2.93 KB) by Oleg Komarov
OLS regression with clustered standard errors

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Updated 07 Dec 2016

GitHub view license on GitHub

OLS with clustered standard errors

Cite As

Oleg Komarov (2020). okomarov/clusterreg (https://github.com/okomarov/clusterreg), GitHub. Retrieved .

Comments and Ratings (1)

Steffen Olesen Helk

I have a cross-sectional dataset with M&A acquirers and study performance. If I want to cluster standard errors on a SIC (Standard Industrial Classification) level, should g then be a N x 1 vector of SIC codes?

MATLAB Release Compatibility
Created with R2015b
Compatible with any release
Platform Compatibility
Windows macOS Linux