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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

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Showing 2024Show all

2 papers · 1 filter

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…