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

Implements leave-out estimation of variance components in two-way fixed effects models as an 'R' translation of the original 'MATLAB' package of Kline, Saggio, and Solvsten (2020) <doi:10.3982/ECTA16410>. The package includes graph-based connected-set pruning, leave-out bias correction, leverage computation by exact and randomized algorithms, fixed effect estimation helpers, and companion model-fit summaries for matched worker-firm panels in the spirit of Abowd, Kramarz, and Margolis (1999) <doi:10.1111/1468-0262.00020>.

Version: 0.1.0
Imports: data.table, Matrix, igraph, sanic, parallel, utils, doParallel, foreach
Suggests: knitr, rmarkdown, testthat (≥ 3.0.0)
Published: 2026-04-21
DOI: 10.32614/CRAN.package.LeaveOutKSS
Author: Vahid Moghani [aut, cre]
Maintainer: Vahid Moghani <contact at vahid-moghani.com>
License: MIT + file LICENSE
NeedsCompilation: no
Materials: NEWS
CRAN checks: LeaveOutKSS results

Documentation:

Reference manual: LeaveOutKSS.html , LeaveOutKSS.pdf
Vignettes: LeaveOutKSS Overview (source, R code)

Downloads:

Package source: LeaveOutKSS_0.1.0.tar.gz
Windows binaries: r-release: LeaveOutKSS_0.1.0.zip, r-oldrel: LeaveOutKSS_0.1.0.zip
macOS binaries: r-release (arm64): LeaveOutKSS_0.1.0.tgz, r-oldrel (arm64): LeaveOutKSS_0.1.0.tgz, r-release (x86_64): LeaveOutKSS_0.1.0.tgz, r-oldrel (x86_64): LeaveOutKSS_0.1.0.tgz

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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