s3alfisc/clusterjack: Compute CRV3 variance-covariance matrices via the cluster jackknife

Compute CRV3 variance-covariance matrices via the cluster jackknife for objets of type lm and fixest (from fixest) via the cluster jackknife as described in MacKinnon, Nielsen & Webb (2022).

Getting started

Package details

Maintainer
LicenseGPL (>= 3)
Version0.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("s3alfisc/clusterjack")
s3alfisc/clusterjack documentation built on June 13, 2022, 10:20 p.m.