Research Software

Econometric software organized by method and package family, with installation information and implementation authorship.

LookAgain-ML

A PyTorch-based library for extracting, comparing, selecting, and combining pretrained image representations, with group-aware validation, repeated-split stability, paired uncertainty, caching, and image quality-control workflows.

Implementations

lookagain-ml — Python GitHub only

Implementation: Vamuyan
Role: Creator and implementation author

Paper · Documentation · GitHub

Install

git clone https://github.com/vamusesay/LookAgain-ML.git
cd LookAgain-ML
python -m pip install .

Associated paper

Nordstrom, Morgan, Ardyn Nordstrom, Matthew D. Webb, and Vamuyan Sesay. 2026. ‘Representation Risk in Pretrained Image Encoders.’ arXiv:2609.35470. Submitted.

Paper

How to cite

Please credit the software creator and cite ‘Representation Risk in Pretrained Image Encoders’ (arXiv:2609.35470) when the software contributes to published research.

summclust

Cluster-level leverage and influence diagnostics and cluster-jackknife variance estimation for linear regression models.

Implementations

summclust — Stata SSC

Implementation: Matthew D. Webb
Role: Original implementation

Paper · Documentation · GitHub · Video · SSC

Install

ssc install summclust

Associated paper

MacKinnon, James G., Morten Ørregaard Nielsen, and Matthew D. Webb. 2023. ‘Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust.’ Stata Journal 23(4): 942-982.

Published version · Working paper

How to cite

Please cite the associated Stata Journal article when the method or software contributes to published research.

logitjack

Cluster-jackknife and wild-cluster-bootstrap inference for logistic regression models.

Implementations

logitjack — Stata SSC

Implementation: Matthew D. Webb
Role: Original implementation

Paper · Documentation · GitHub · Video · SSC

Install

ssc install logitjack

Associated paper

MacKinnon, James G., Morten Ørregaard Nielsen, and Matthew D. Webb. ‘Cluster-Robust Jackknife and Bootstrap Inference for Binary Response Models.’ Forthcoming, Econometric Reviews.

Paper

How to cite

Please cite the associated Econometric Reviews article; the SSC record also provides a software citation.

twowayjack

Jackknife variance estimation and inference for linear regression models with two-way clustering.

Implementations

twowayjack — Stata GitHub only

Implementation: Matthew D. Webb
Role: Original implementation

Paper · Documentation · GitHub

Install

net install twowayjack, from("https://raw.githubusercontent.com/mattdwebb/twowayjack/main/") replace

Associated paper

MacKinnon, James G., Morten Ørregaard Nielsen, and Matthew D. Webb. 2024. ‘Jackknife Inference with Two-Way Clustering.’ arXiv:2406.08880.

Paper

How to cite

Please cite the associated paper when using the method or implementation.

mnwsvt

Score-variance tests for choosing the appropriate level of clustering in linear regression models.

Implementations

mnwsvt — Stata GitHub only

Implementation: Matthew D. Webb
Role: Original implementation

Paper · Documentation · GitHub

Install

net install mnwsvt, from("https://raw.githubusercontent.com/mattdwebb/mnwsvt/main/") replace

mnwsvt — R GitHub only

Implementation: Tonghui Tian
Role: R implementation author

Paper · Documentation · GitHub

No package-manager installation is documented; use the upstream repository files directly.

Associated paper

MacKinnon, James G., Morten Ørregaard Nielsen, and Matthew D. Webb. 2023. ‘Testing for the Appropriate Level of Clustering in Linear Regression Models.’ Journal of Econometrics 235: 2027-2056.

Paper

How to cite

Please cite the associated Journal of Econometrics article.

CSDID cluster-jackknife inference

How to cite

Please cite the associated paper when using the method or software.

DID-INT

Intersection Difference-in-Differences estimation for settings in which covariate effects may vary across states, time, or both.

Implementations

DiDInt.jl — Julia Julia General Registry

Implementation: Eric Jamieson
Role: Julia implementation author

Paper · Documentation · GitHub · Video · Julia General Registry

Install

using Pkg
Pkg.add("DiDInt")

Associated paper

Karim, Sunny, and Matthew D. Webb. 2024. ‘Good Controls Gone Bad: Difference-in-Differences with Covariates.’ arXiv:2412.14447.

Paper

How to cite

Please cite the associated paper when using the method or software.

UN-DID

Difference-in-differences for data held in separate silos that cannot be pooled, with implementations for four programming languages.

Implementations

undid — Stata SSC

Implementation: Eric Jamieson
Role: Stata implementation author

Paper · Documentation · GitHub · SSC

Install

ssc install undid

undidR — R CRAN

Implementation: Eric Jamieson
Role: R implementation author

Paper · Documentation · GitHub · CRAN

Install

install.packages("undidR")

Undid.jl — Julia GitHub only

Implementation: Eric Jamieson
Role: Julia implementation author

Paper · Documentation · GitHub

Install

using Pkg
Pkg.add(url="https://github.com/ebjamieson97/Undid.jl")

undidPyjl — Python PyPI

Implementation: Eric Jamieson
Role: Python wrapper author

Paper · Documentation · GitHub · PyPI

Install

pip install undidPyjl

Associated paper

Karim, Sunny, Nichole Austin, Erin Strumpf, and Matthew D. Webb. 2025. ‘Difference-in-Differences with Unpoolable Data.’ arXiv:2403.15910.

Paper

How to cite

Please cite the associated paper when using the method or software.

boottest

Fast wild-bootstrap inference for linear regression models in Stata.

Implementations

boottest — Stata SSC

Implementation: David Roodman
Role: Original developer and Stata implementation author

Paper · Documentation · GitHub · Video · SSC

Install

ssc install boottest

Associated paper

Roodman, David, James G. MacKinnon, Morten Ørregaard Nielsen, and Matthew D. Webb. 2019. ‘Fast and Wild: Bootstrap Inference in Stata Using boottest.’ Stata Journal 19(1): 4–60.

Published version · Working paper

How to cite

Please cite the associated Stata Journal article when using boottest.