Leverage, influence, and the jackknife in clustered regression models: Reliable inference using summclust
Bibliographic record
Abstract
We introduce a new command, 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 by-product of our other computations. These estimators, which are already available in Stata, are generally more conservative than conventional variance matrix estimators. The summclust command computes all the quantities that we discuss.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.032 | 0.231 |
| Meta-epidemiology (narrow) | 0.002 | 0.002 |
| Meta-epidemiology (broad) | 0.003 | 0.003 |
| Bibliometrics | 0.005 | 0.007 |
| Science and technology studies | 0.002 | 0.003 |
| Scholarly communication | 0.005 | 0.005 |
| Open science | 0.005 | 0.006 |
| Research integrity | 0.002 | 0.005 |
| Insufficient payload (model declined to judge) | 0.007 | 0.003 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".