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)