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publications
VCE_MCOV: Stata module to compute the Leave-Cluster-Out-Crossfit (LCOC) variance estimates for user-chosen coefficients in a linear regression model
Published in Statistical Software Components S459293, 2024
vce_mcov is an eclass command that can be used after running reg. It replaces the entries of the variance matrix (stored in e(V)) relating to user-chosen parameter(s) of inferential interest with the Leave-Cluster-Out-Crossfit (LCOC) estimates (see Anatolyev and Ng, 2024). All postestimation commands will work as usual.
Recommended citation: Stanislav Anatolyev & Cheuk Fai Ng (2024). "VCE_MCOV: Stata module to compute the Leave-Cluster-Out-Crossfit (LCOC) variance estimates for user-chosen coefficients in a linear regression model," Statistical Software Components S459293.
Many-covariate and cluster robust estimation and inference
Published in , 2024
Recommended citation: Stanislav Anatolyev & Cheuk Fai Ng (2024). "Many-covariate and cluster robust estimation and inference"
Instrumental variables estimation with many instruments using Thresholding
Published in , 2024
Recommended citation: Cheuk Fai Ng (2024). "Instrumental variables estimation with many instruments using Thresholding"
talks
Talk 1 on Relevant Topic in Your Field
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Conference Proceeding talk 3 on Relevant Topic in Your Field
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teaching
Teaching experience 1
Undergraduate course, University 1, Department, 2014
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Teaching experience 2
Workshop, University 1, Department, 2015
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