LeaveOutKSS
Leave-Out Variance Component Estimation for Two-Way Fixed Effects Models
Implements leave-out estimation of variance components in two-way fixed effects models as an 'R' translation of the original 'MATLAB' package of Kline, Saggio, and Solvsten (2020) <doi:10.3982/ECTA16410>. The package includes graph-based connected-set pruning, leave-out bias correction, leverage computation by exact and randomized algorithms, fixed effect estimation helpers, and companion model-fit summaries for matched worker-firm panels in the spirit of Abowd, Kramarz, and Margolis (1999) <doi:10.1111/1468-0262.00020>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling linux/jammy R-4.5 | LeaveOutKSS_0.1.0.tar.gz |
971.0 KiB |
0.1.0 |
rolling linux/noble R-4.5 | LeaveOutKSS_0.1.0.tar.gz |
970.9 KiB |
0.1.0 |
rolling source/ R- | LeaveOutKSS_0.1.0.tar.gz |
822.1 KiB |
0.1.0 |
latest linux/jammy R-4.5 | LeaveOutKSS_0.1.0.tar.gz |
971.0 KiB |
0.1.0 |
latest linux/noble R-4.5 | LeaveOutKSS_0.1.0.tar.gz |
970.9 KiB |
0.1.0 |
latest source/ R- | LeaveOutKSS_0.1.0.tar.gz |
822.1 KiB |
0.1.0 |
2026-04-26 source/ R- | LeaveOutKSS_0.1.0.tar.gz |
822.1 KiB |
0.1.0 |
2026-04-23 source/ R- | LeaveOutKSS_0.1.0.tar.gz |
822.1 KiB |