regtools.cluster package

regtools.cluster.estimate_model_handling_cluster(regdf, model, cluster, **fit_kwargs)

Handles multiway clustering through multiple estimations following Cameron, Gelbach, and Miller (2011).

Submodules

regtools.cluster.output module

regtools.cluster.output.add_cluster_rows(summ_df, cluster_dict)

summ_df: regression summary df where models are columns cluster_dict: dictionary where keys are names of cluster variables and values are a single boolean for whether to include clustering for all models, or a list of booleans for whether to include clustering for each model, e.g. for a 3 model summ_df:

cluster_dict = {

‘Industry’: True, ‘Time’: [False, False, True]

}