summclust (Q73774)
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Module to Compute Influence and Leverage Statistics for Regression Models with Clustered Errors
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | summclust |
Module to Compute Influence and Leverage Statistics for Regression Models with Clustered Errors |
Statements
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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