activity
20222026
most citedFast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference

7 citations · 8 across the 7 of their papers we have counts for

collaborators

8 papers

econ.GN2026

Good Guys With Guns? The Relationship Between Legal Firearm Ownership and Firearm Deaths and Crime in Canada

Derek Mikola, Matthew D. Webb

Civilian firearm ownership is politically contentious, yet most evidence linking guns to crime and death comes from the U.S. Canada offers a unique case: strict national regulation…

econ.EM2026

Improved Inference for CSDID Using the Cluster Jackknife

Sunny R. Karim, Morten Ørregaard Nielsen, James G. MacKinnon +1

Obtaining reliable inferences with traditional difference-in-differences (DiD) methods can be difficult. Problems can arise when both outcomes and errors are serially correlated, w…

econ.EM2024

Jackknife inference with two-way clustering

James G. MacKinnon, Morten Ørregaard Nielsen, Matthew D. Webb

For linear regression models with cross-section or panel data, it is natural to assume that the disturbances are clustered in two dimensions. However, the finite-sample properties…

econ.EM2024★ 1 cited

Cluster-robust jackknife and bootstrap inference for logistic regression models

James G. MacKinnon, Morten Ørregaard Nielsen, Matthew D. Webb

We study cluster-robust inference for logistic regression (logit) models. Inference based on the most commonly-used cluster-robust variance matrix estimator (CRVE) can be very unre…

econ.EM2023★ 7 cited

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…

econ.EM2023

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…

econ.EM2022

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…

econ.EM2022

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…