https://github.com/s3alfisc/summclust

R module for cluster specific information (as in the Stata summclust module)
https://github.com/s3alfisc/summclust

clustered-standard-errors fixest linear-regression robust-inference

Last synced: about 1 month ago
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R module for cluster specific information (as in the Stata summclust module)

• Host: GitHub
• URL: https://github.com/s3alfisc/summclust
• Owner: s3alfisc
• License: other
• Created: 2022-06-16T09:33:24.000Z (almost 3 years ago)
• Default Branch: main
• Last Pushed: 2023-06-17T15:29:24.000Z (almost 2 years ago)
• Last Synced: 2025-04-01T16:39:26.751Z (about 2 months ago)
• Topics: clustered-standard-errors, fixest, linear-regression, robust-inference
• Language: R
• Homepage: https://s3alfisc.github.io/summclust/
• Size: 1.59 MB
• Stars: 6
• Watchers: 1
• Forks: 2
• Open Issues: 11
• Metadata Files:
  • Readme: README.Rmd
  • Contributing: .github/CONTRIBUTING.md
  • License: LICENSE

Awesome Lists containing this project

README

        
---

output: github_document

---

```{r, include = FALSE}

knitr::opts_chunk$set(

  collapse = TRUE,

  comment = "#>",

  fig.path = "man/figures/README-",

  out.width = "100%"

)

```

# summclust

[![R-CMD-check](https://github.com/s3alfisc/summclust/workflows/R-CMD-check/badge.svg)](https://github.com/s3alfisc/summclust/actions)

[![CRAN status](https://www.r-pkg.org/badges/version/summclust)](https://CRAN.R-project.org/package=summclust)

![runiverse-package](https://s3alfisc.r-universe.dev/badges/summclust)

`r badger::badge_cran_download("summclust", "grand-total", "blue")`

`r badger::badge_cran_download("summclust", "last-month", "green")`

[![Codecov test coverage](https://codecov.io/gh/s3alfisc/summclust/branch/main/graph/badge.svg)](https://app.codecov.io/gh/s3alfisc/summclust?branch=main)

`{summclust}` is an R module for cluster level measures of leverage and influence,

and further implements CRV3 and CRV3J cluster robust variance estimators.

For an introduction to the package, take a look at its [vignette](https://s3alfisc.github.io/summclust/articles/summclust.html).

For a quick overview of different CRV estimators, take a look at the [cluster robust

variance estimation vignette](https://s3alfisc.github.io/summclust/articles/Cluster-Robust-Variance-Estimators-CRV-1-3.html).

For a very detailed description of the implemented methods, in particular a discussion of the different leverage and influence metrics, see:

[MacKinnon, J.G., Nielsen, M.Ø., Webb, M.D., 2022. Leverage, influence, and the jackknife in clustered regression models: Reliable inference using summclust](https://arxiv.org/abs/2205.03288). QED Working Paper 1483. Queen’s University.

For the Stata version of the package, see [here](https://github.com/mattdwebb/summclust).

## Installation

You can install the development version of summclust from CRAN, [GitHub](https://github.com/) and [r-universe](https://r-universe.dev/) with:

``` r

# install from CRAN

install.packages('summclust')

# from r-universe (windows & mac, compiled R > 4.0 required)

install.packages('summclust', repos ='https://s3alfisc.r-universe.dev')

# install.packages("devtools")

devtools::install_github("s3alfisc/summclust")

```