Jackknife Inference for Fixed Effects Models
Abstract
This paper develops a general method of inference for fixed effects models which is (i) automatic, (ii) computationally inexpensive, (iii) tuning parameter-free, and (iv) highly model agnostic. Specifically, we show how to combine a collection of subsample estimators into a jackknife $t$-statistic, from which hypothesis tests, confidence intervals, and $p$-values are readily obtained.
Fields of Study & Subjects
Statistical Methods and Inference
Advanced Causal Inference Techniques
Spatial and Panel Data Analysis
Publication details
- Journal / source
- arXiv (Cornell University)
- Publication date
- 25 February 2026
- Language
- EN
- Document type
- Preprint