COOKSD2: Stata module to compute Cook's distance after regress or xtreg

David Vincent ()
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David Vincent: DV Econometrics

Statistical Software Components from Boston College Department of Economics

Abstract: cooksd2 generates Cook's (1977) distance measures after regress or xtreg, which summarize the effect of deleting an observation, or an entire subject, on the estimated regression coefficients. The procedure uses efficient updating formulas, based on Christensen et al. (1992) and Banerjee and Frees (1997).

Language: Stata
Requires: Stata version 15.1
Keywords: regression; Cook's distance; panel data (search for similar items in EconPapers)
Date: 2022-12-06
Note: This module should be installed from within Stata by typing "ssc install cooksd2". 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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http://fmwww.bc.edu/repec/bocode/c/cooksd2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cooksd2.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/u/uk2022_vincent.pdf documentation (application/pdf)

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