Leave-Out Variance Component Estimation for Two-Way Fixed Effects Models

Documentation for package ‘LeaveOutKSS’ version 0.1.0

build_adj	Build a Firm-to-Firm Mobility Adjacency Matrix
connected_set	Restrict a Panel to Its Largest Connected Set of Firms
fast_fe_est	Fit a One-Way or Two-Way Fixed Effects Model
kss_quadratic_form	Evaluate Plug-In and Kline, Saggio, and Solvsten (KSS)-Corrected Quadratic Forms
leave_out_KSS	Leave-Out Bias-Corrected Variance Decomposition in a Two-Way Fixed Effects Model
leave_out_KSS_fe	Leave-Out Bias-Corrected Decomposition with Internally Expanded Fixed-Effect Controls
leverages	Compute Statistical Leverages and Bias Terms
leverages_parallel	Parallel Computation of Statistical Leverages and Bias Terms
lincom_KSS	Linear Projections of Estimated Firm Effects with Kline, Saggio, and Solvsten (KSS) Standard Errors
print.fast_fe_est_result	Print a Fixed Effects Fit Result
print.leave_out_kss_result	Print a LeaveOutKSS Decomposition Result
print.lincom_kss_result	Print a Lincom Result
print.rsquared_comp_result	Print an R-Squared Comparison Result
pruning_unbal_v3	Prune to a Leave-One-Worker-Out Connected Set
rsquared_comp	Compare Two-Way Fixed Effects and Saturated-Model R-Squared Values
sigma_for_stayers	Approximate Leave-Out Variance Terms for Stayers
strongc_set	Restrict a Panel to Firms Above a Minimum Graph Degree Threshold
summary.leave_out_kss_result	Summarize a LeaveOutKSS Decomposition Result