clustered-standard-errors topic
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clustered-standard-errors repositories
linearmodels
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Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
FixedEffectModels.jl
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Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables
fwildclusterboot
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Fast Wild Cluster Bootstrap Inference for Regression Models / OLS in R. Additionally, R port to WildBootTests.jl via the JuliaConnectoR.