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summclust.pkg
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summclust.pkg
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d 'SUMMCLUST': Stata module to compute cluster level measures of leverage, influence, and a
d cluster jackknife variance estimator
d
d summclust is a stand alone command that summarizes cluster variability and calculates a cluster
d jackknife variance estimator. MacKinnon, Nielsen, and Webb (2022) documents it more fully than
d this help file. The command will calculate measures of cluster level influence and leverage.
d It will optionally calculate the effective number of clusters. By default it estimates CV_1
d and CV_3 standard errors, it will optionally estimate a CV_3J standard error. Finally, it will
d optionally calculate additional measures of cluster level heterogeneity.
d
d
d KW: summclust
d KW: clustered data
d KW: cluster-robust variance estimator
d KW: CRVE
d KW: grouped data
d KW: high-leverage clusters
d KW: influential clusters
d KW: jackknife
d KW: partial leverage
d KW: robust inference
d
d
d Requires Stata version 13
d
d Author: Matthew D Webb
d Support: matthewdwebb@gmail.com
d
d
f summclust.ado
f summclust.sthlp