summclust

CRANsummclustMaRDI QIDQ73774FDOQ73774

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

Alexander Fischer

Last update: 10 August 2023

Copyright license: MIT license, File License

Software version identifier: 0.6.0, 0.5, 0.7.0, 0.7.2

Description

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>).

Cites work

• Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust

Cited In (1)

• fwildclusterboot

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