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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…