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>).
To install this package, run one of the following:
Summary
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>).
Information Last Updated
Apr 22, 2025 at 15:31
License
MIT
Total Downloads
35
Platforms