Bruce E. Hansen
"Jackknife Standard Errors for Clustered Regression"
This file contains R code to replicate the numerical work in the paper.
R code
This file contains R code to implement the methods (clustered regression with jackknife variance estimation).
R code
Link to Abstract and PDF File of Paper
Some of the above material is based upon work supported by the National Science Foundation under Grants No. SES-9022176, SES-9120576, SBR-9412339, and SBR-9807111.
Any opinions, findings, and conclusions, or recommendations expressed in this material are those of the author, and do not necessarily reflect the views of the NSF.