summclust (Q73774)

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Module to Compute Influence and Leverage Statistics for Regression Models with Clustered Errors
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summclust
Module to Compute Influence and Leverage Statistics for Regression Models with Clustered Errors

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    0.6.0
    26 February 2023
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    0.5
    4 October 2022
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    0.7.0
    11 June 2023
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    0.7.2
    10 August 2023
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    10 August 2023
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    Module to compute cluster specific information for regression models with clustered errors, including leverage and influence statistics. Models of type 'lm' and 'fixest'(from the 'stats' and 'fixest' packages) are supported. 'summclust' implements similar features as the user-written 'summclust.ado' Stata module (MacKinnon, Nielsen & Webb, 2022; <arXiv:2205.03288v1>).
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