Package: summclust 0.7.0

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

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>).

Authors:Alexander Fischer [aut, cre]

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summclust.pdf |summclust.html
summclust/json (API)
NEWS

# Install 'summclust' in R:
install.packages('summclust', repos = c('https://s3alfisc.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/s3alfisc/summclust/issues

On CRAN:

clustered-standard-errorsfixestlinear-regressionrobust-inference

3 exports 6 stars 1.26 score 9 dependencies 53 scripts 289 downloads

Last updated 1 years agofrom:2d25c68eb0. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 03 2024
R-4.5-winOKSep 03 2024
R-4.5-linuxOKSep 03 2024
R-4.4-winOKSep 03 2024
R-4.4-macOKSep 03 2024
R-4.3-winOKSep 03 2024
R-4.3-macOKSep 03 2024

Exports:summclusttidyvcov_CR3J

Dependencies:clicollapsedreamerrFormulagenericsMASSRcpprlangstringmagic

Using summclust

Rendered fromsummclust.Rmdusingknitr::rmarkdownon Sep 03 2024.

Last update: 2023-06-11
Started: 2022-07-23