Robust and Clustered Standard Errors

← Back to document page

Robust and Clustered Standard ErrorsMolly RobertsMarch 6, 2013Molly RobertsRobust and Clustered Standard ErrorsMarch 6, 20131 / 35An Introduction to Robust and Clustered Standard ErrorsOutline1An Introduction to Robust and Clustered Standard ErrorsLinear Regression with Non-constant VarianceGLM s and Non-constant VarianceCluster- Robust Standard Errors2Replicating in RMolly RobertsRobust and Clustered Standard ErrorsMarch 6, 20132 / 35An Introduction to Robust and Clustered Standard ErrorsOutline1An Introduction to Robust and Clustered Standard ErrorsLinear Regression with Non-constant VarianceGLM s and Non-constant VarianceCluster- Robust Standard Errors2Replicating in RMolly RobertsRobust and Clustered Standard ErrorsMarch 6, 20133 / 35An Introduction to Robust and Clustered Standard ErrorsLinear Regression with Non-constant Vari

An Introduction to Robust and Clustered Standard Errors Linear Regression with Non-constant Variance Review: Errors and Residuals ... heteroskedasticity. I ^ is still unbiased for Molly Roberts Robust and Clustered Standard Errors March 6, 2013 12 / 35.

  Standards, Robust, Errors, Heteroskedasticity, Standard error