summclust {summclust}

Compute Influence and Leverage Metrics

Description

Compute influence and leverage metrics for clustered inference based on the Cluster Jackknife described in MacKinnon, Nielsen & Webb (2022).

Usage

summclust(obj, ...)

Arguments

obj

An object of class lm or fixest

...

Other arguments

Value

An object of type summclust, including a CRV3 variance-covariance estimate as described in MacKinnon, Nielsen & Webb (2022)

References

MacKinnon, James G., Morten Ørregaard Nielsen, and Matthew D. Webb. "Leverage, influence, and the jackknife in clustered regression models: Reliable inference using summclust." arXiv preprint arXiv:2205.03288 (2022).

See Also

summclust.lm, summclust.fixest

Examples

library(summclust)
data(mtcars)
mtcars

fit <- lm(mpg ~ cyl + disp + hp, data = mtcars)
summ <- summclust(fit, params = ~cyl + disp, cluster = ~carb)
summary(summ)
tidy(summ)
plot(summ)