paper-with-me

Papers

Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust

2022-05-06 · James G. MacKinnon, Morten Ørregaard Nielsen, Matthew D. Webb

We introduce a new Stata package called summclust that summarizes the cluster structure of the dataset for linear regression models with clustered disturbances. The key unit of observation for such a model is the cluster. We therefore propose cluster-level measures of leverage, partial leverage, and influence and show how to compute them quickly in most cases. The measures of leverage and partial leverage can be used as diagnostic tools to identify datasets and regression designs in which cluster-robust inference is likely to be challenging. The measures of influence can provide valuable information about how the results depend on the data in the various clusters. We also show how to calculate two jackknife variance matrix estimators efficiently as a byproduct of our other computations. These estimators, which are already available in Stata, are generally more conservative than conventional variance matrix estimators. The summclust package computes all the quantities that we discuss.

📄 PDF Abstract BibTeX arXiv:2205.03288

Code (1)

mattdwebb/summclust 공식 구현

Tasks

Diagnosticregression

Methods 이 논문이 사용한 방법론

Linear Regression Linear Regression is a method for modelling a relationship between a dependent variable and independent variables. These models can be fit with numerous approaches. The most…

Similar Papers 제목 키워드 기반

Jackknife inference with two-way clustering

2024-06-13 · 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 of two-way cluster-robust tests and conf…

Clustering

Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference

2023-01-11 · 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. We also propose several new variants of t…

regression

Discriminative Jackknife: Quantifying Uncertainty in Deep Learning via Higher-Order Influence Functions

2020-06-29 · ICML 2020 1 · Ahmed M. Alaa, Mihaela van der Schaar

Deep learning models achieve high predictive accuracy across a broad spectrum of tasks, but rigorously quantifying their predictive uncertainty remains challenging. Usable estimates of predictive uncertainty should (1) c…

Uncertainty Quantification

Cluster-robust jackknife and bootstrap inference for logistic regression models

2024-06-02 · 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 unreliable. We study several alternatives. C…

regression

Conformalized Polynomial Chaos Expansion for Uncertainty-aware Surrogate Modeling

2025-10-25 · Dimitrios Loukrezis, Dimitris G. Giovanis arxiv

This work introduces a method to equip data-driven polynomial chaos expansion surrogate models with intervals that quantify the predictive uncertainty of the surrogate. To that end, jackknife-based conformal prediction i…