{summclust}
is an R module for cluster level measures of
leverage and influence, and further implements CRV3 and CRV3J cluster
robust variance estimators.
For a quick overview of different CRV estimators, take a look at the cluster robust variance estimation vignette.
For a very detailed description of the implemented methods, in particular a discussion of the different leverage and influence metrics, see:
MacKinnon, J.G., Nielsen, M.Ø., Webb, M.D., 2022. Leverage, influence, and the jackknife in clustered regression models: Reliable inference using summclust. QED Working Paper 1483. Queen’s University.
For the Stata version of the package, see here.
You can install the development version of summclust from GitHub and r-universe with:
# from r-universe (windows & mac, compiled R > 4.0 required)
install.packages('summclust', repos ='https://s3alfisc.r-universe.dev')
# install.packages("devtools")
::install_github("s3alfisc/summclust") devtools