22 December 2023 0 7K Report

I have a fixed effects model with only few observations and would therefore like to bootstrap in order to obtain more accurate standard errors. At the same time, I assume SE to be clustered thus I would also like to correct for clustering, i.e. do a cluster bootstrap. I found a function for lm models (vcovBS), however could not find anything for plm models. Does anybody know an analogous function to obtain cluster bootstrapped SE for fixed effects models?

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