vcov_CR3J

Compute CRV3 covariance matrices via a cluster
jackknife as described in MacKinnon, Nielsen &amp; Webb
(2022)

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>).

Alexander Fischer

summclust

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

vcov_CR3J function

<dl><dt>obj</dt>
<dd>An object of class <code>lm</code> or <code>fixest</code>
computed?</dd>
<dt>...</dt>
<dd>misc function argument</dd></dl>

Arguments

Compute CRV3 covariance matrices via a cluster
jackknife as described in MacKinnon, Nielsen &amp; Webb
(2022) — vcov_CR3J

<dl>

<dt>obj</dt>
<dd>An object of class <code>lm</code> or <code>fixest</code>
computed?</dd>


<dt>...</dt>
<dd>misc function argument</dd>

</dl>

vcov_CR3J: Compute CRV3 covariance matrices via a cluster jackknife as described in MacKinnon, Nielsen & Webb (2022)

Description

Usage

Value

Arguments

References

See Also

Examples