README.md

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

summclust

{summclust} is an R module for cluster level measures of leverage and influence, and further implements CRV3 and CRV3J cluster robust variance estimators.

For an introduction to the package, take a look at its vignette.

For a quick overview of different CRV estimators, take a look at the cluster robust variance estimation vignette.

For a very detailed description of the implemented methods, in particular a discussion of the different leverage and influence metrics, see:

MacKinnon, J.G., Nielsen, M.Ø., Webb, M.D., 2022. Leverage, influence, and the jackknife in clustered regression models: Reliable inference using summclust. QED Working Paper 1483. Queen’s University.

For the Stata version of the package, see here.

Installation

You can install the development version of summclust from CRAN, GitHub and r-universe with:

# install from CRAN
install.packages('summclust')

# from r-universe (windows & mac, compiled R > 4.0 required)
install.packages('summclust', repos ='https://s3alfisc.r-universe.dev')

# install.packages("devtools")
devtools::install_github("s3alfisc/summclust")

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