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version (2.88 KB) by Oleg Komarov
OLS regression with clustered standard errors


Updated 07 Dec 2016

From GitHub

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OLS with clustered standard errors

Cite As

Oleg Komarov (2021). 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

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