Plots residual leverage, partial leverage and the leave-one-cluster-out regression coefficients
Usage
# S3 method for summclust
plot(x, ...)
Value
A list containing
- residual_leverage
A
ggplot
of the residual leverages- coef_leverage
A
ggplot
of the coefficient leverages- coef_beta
A
ggplot
of the leave-one-out cluster jackknife regression coefficients
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).
Examples
# \donttest{
if(requireNamespace("summclust") && requireNamespace("haven")){
library(summclust)
library(haven)
nlswork <- read_dta("http://www.stata-press.com/data/r9/nlswork.dta")
# drop NAs at the moment
nlswork <- nlswork[, c("ln_wage", "grade", "age", "birth_yr", "union", "race", "msp", "ind_code")]
nlswork <- na.omit(nlswork)
lm_fit <- lm(
ln_wage ~ union + race + msp + as.factor(birth_yr) + as.factor(age) + as.factor(grade),
data = nlswork)
res <- summclust(
obj = lm_fit,
params = c("msp", "union"),
cluster = ~ind_code,
)
plot(res)
}
#> Loading required namespace: haven
#> Error in eval(mf, parent.frame()): object 'nlswork' not found
# }