7 citations · 7 across the 4 of their papers we have counts for
5 papers
When Can We Trust Cluster-Robust Inference?
James G. MacKinnon
It is common when using cross-section or panel data to assign each observation to a cluster and allow for arbitrary patterns of heteroskedasticity and correlation within clusters.…
Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference
James G. MacKinnon, Morten Ørregaard Nielsen, Matthew D. Webb
We provide computationally attractive methods to obtain jackknife-based cluster-robust variance matrix estimators (CRVEs) for linear regression models estimated by least squares. W…
Testing for the appropriate level of clustering in linear regression models
James G. MacKinnon, Morten Ørregaard Nielsen, Matthew D. Webb
The overwhelming majority of empirical research that uses cluster-robust inference assumes that the clustering structure is known, even though there are often several possible ways…
Cluster-Robust Inference: A Guide to Empirical Practice
James G. MacKinnon, Morten Ørregaard Nielsen, Matthew D. Webb
Methods for cluster-robust inference are routinely used in economics and many other disciplines. However, it is only recently that theoretical foundations for the use of these meth…
Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust
James G. MacKinnon, Morten Ørregaard Nielsen, Matthew D. Webb
We introduce a new Stata package called summclust that summarizes the cluster structure of the dataset for linear regression models with clustered disturbances. The key unit of obs…