SUMMCLUST: Stata module to compute cluster level measures of leverage, influence, and a cluster jackknife variance estimator

James MacKinnon, Morten Nielsen and Matthew Webb

Statistical Software Components from Boston College Department of Economics

Abstract: summclust is a stand alone command that summarizes cluster variability and calculates a cluster jackknife variance estimator. MacKinnon, Nielsen, and Webb (2022) documents it more fully than this help file. The command will calculate measures of cluster level influence and leverage. It will optionally calculate the effective number of clusters. By default it estimates CV_1 and CV_3 standard errors, it will optionally estimate a CV_3J standard error. Finally, it will optionally calculate additional measures of cluster level heterogeneity.

Language: Stata
Requires: Stata version 13
Keywords: cluster; jackknife; leverage; influence (search for similar items in EconPapers)
Date: 2022-04-23, Revised 2023-07-05
Note: This module may be installed from within Stata by typing "ssc install summclust". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/s/summclust.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/summclust.sthlp help file (text/plain)

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