LeaveOutKSS (Q7378737)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
Leave-Out Variance Component Estimation for Two-Way Fixed Effects Models
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | LeaveOutKSS |
Leave-Out Variance Component Estimation for Two-Way Fixed Effects Models |
Statements
Implements leave-out estimation of variance components in two-way fixed effects models as an 'R' translation of the original 'MATLAB' package of Kline, Saggio, and Solvsten (2020) <doi:10.3982/ECTA16410>. The package includes graph-based connected-set pruning, leave-out bias correction, leverage computation by exact and randomized algorithms, fixed effect estimation helpers, and companion model-fit summaries for matched worker-firm panels in the spirit of Abowd, Kramarz, and Margolis (1999) <doi:10.1111/1468-0262.00020>.
0 references
21 April 2026
0 references
