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

Author

Listed:
  • James G. MacKinnon

    (Queen's University)

  • Morten Ørregaard Nielsen

    (Aarhus University)

  • Matthew D. Webb

    (Carleton University)

Programming Language

Stata

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.

Suggested Citation

  • James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022. "SUMMCLUST: Stata module to compute cluster level measures of leverage, influence, and a cluster jackknife variance estimator," Statistical Software Components S459072, Boston College Department of Economics, revised 05 Jul 2023.
    • Handle: RePEc:boc:bocode:s459072
    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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/s/summclust.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/summclust.sthlp
    File Function: help file
    Download Restriction: no
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