Bruce E. Hansen
"Jackknife Standard Errors for Clustered Regression"
Review of Economic Studies, forthcoming
This file contains the code to replicate the numerical and empirical work in the paper.
Data and code
This file contains Stata and R code to implement the methods (clustered regression with jackknife variance estimation).
jregress
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.