Bruce E. Hansen 
"Jackknife Standard Errors for Clustered Regression"

The following Stata and R files are intended for general use. 
They implement clustered regression with jackknife standard errors and adjusted
confidence intervals.


Stata:
code:			jregress.ado
summary sheet:		jregress.pdf
empirical example:	example.do

R
code:			jregress.R
empirical example:	example.R


The empirical examples use the dataset Meng_1.dta.


