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

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>).

Package details

AuthorAlexander Fischer [aut, cre]
MaintainerAlexander Fischer <alexander-fischer1801@t-online.de>
LicenseMIT + file LICENSE
Version0.7.2
URL https://s3alfisc.github.io/summclust/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("summclust")

Try the summclust package in your browser

Any scripts or data that you put into this service are public.

summclust documentation built on Aug. 10, 2023, 9:07 a.m.