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


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Documentation for package ‘summclust’ version 0.7.2

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plot.summclust Plotting method for objects of type 'summclust'
summary.summclust A 'summary()' method for objects of type 'summclust'
summclust Compute Influence and Leverage Metrics
summclust.fixest Compute Influence and Leverage Metrics for objects of type 'fixest'
summclust.lm Compute Influence and Leverage Metrics for objects of type 'lm'
tidy.summclust S3 method to summarize objects of class boottest into tidy data.frame
vcov_CR3J Compute CRV3 covariance matrices via a cluster jackknife as described in MacKinnon, Nielsen & Webb (2022)
vcov_CR3J.fixest Compute CRV3 covariance matrices via a cluster jackknife as described in MacKinnon, Nielsen & Webb (2022) for objects of type 'fixest'
vcov_CR3J.lm Compute CRV3 covariance matrices via a cluster jackknife as described in MacKinnon, Nielsen & Webb (2022) for objects of type 'lm'