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>.
| Version: |
0.1.0 |
| Imports: |
data.table, Matrix, igraph, sanic, parallel, utils, doParallel, foreach |
| Suggests: |
knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: |
2026-04-21 |
| DOI: |
10.32614/CRAN.package.LeaveOutKSS |
| Author: |
Vahid Moghani [aut, cre] |
| Maintainer: |
Vahid Moghani <contact at vahid-moghani.com> |
| License: |
MIT + file LICENSE |
| NeedsCompilation: |
no |
| Materials: |
NEWS |
| CRAN checks: |
LeaveOutKSS results |
Documentation:
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