These are MATLAB files that carry out Spatial Correlation Robust Inference in OLS regression models, as described in

"Spatial Correlation Robust Inference" (Mueller and Watson, 2021)

The main program is:

SCPC_Example.m
This script reads in a dataset, carries out OLS, and then constructs SCPC confidence intervals.

The main function used for SCPC is SCPC.m

This functions calls several other functions that are included in the file.

If you find problems with any of this, please let us know. You can email Watson at mwatson@princeton.edu