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Compute influence and leverage metrics for clustered inference
Methods for inspecting objects of type summclust
Compute CRV3 covariance matrices
-
vcov_CR3J()
- Compute CRV3 covariance matrices via a cluster
jackknife as described in MacKinnon, Nielsen & Webb
(2022)
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vcov_CR3J(<lm>)
- Compute CRV3 covariance matrices via a cluster
jackknife as described in MacKinnon, Nielsen & Webb
(2022) for objects of type
lm
-
vcov_CR3J(<fixest>)
- Compute CRV3 covariance matrices via a cluster
jackknife as described in MacKinnon, Nielsen & Webb
(2022) for objects of type
fixest