effClust (Q7387906)
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Calculate Effective Number of Clusters for a Linear Model
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | effClust |
Calculate Effective Number of Clusters for a Linear Model |
Statements
Calculates the (approximate) effective number of clusters for a regression model, as described in Carter, Schnepel, and Steigerwald (2017) <doi:10.1162/REST_a_00639>. The effective number of clusters is a statistic to assess the reliability of asymptotic inference when sampling or treatment assignment is clustered. Methods are implemented for stats::lm(), plm::plm(), and fixest::feols(). There is also a formula method.
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6 March 2024
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