MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2024
We study cluster-robust inference for binary response models. Inference based on the most commonly-used cluster … also the most computationally demanding, involves jackknifing at the cluster level. We also propose a linearized version of … the cluster-jackknife variance matrix estimator as well as linearized versions of the wild cluster bootstrap. The …