Before revision:  We propose easy-to-implement algorithms for  high-dimensional hypotheses testing and construction of simultaneously valid confidence intervals that are cluster-robust, robust against imperfect model selection using a new multiplier cluster bootstrap.
After revision:  We propose easy-to-implement algorithms for cluster-robust high-dimensional hypotheses testing and construction of simultaneously valid confidence intervals that are cluster-robust, robust against imperfect model selection using a new multiplier cluster bootstrap.