summclust

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

CRAN Package

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; doi:10.48550/arXiv.2205.03288).

  • Version0.7.2
  • R versionunknown
  • LicenseMIT
  • Needs compilation?No
  • Last release08/10/2023

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  • Imports6 packages
  • Suggests12 packages