Transcription of A Practitioner’s Guide to Cluster-Robust Inference
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A Practitioner’s Guide to Cluster-Robust Inference
1 A Practitioner s Guide to Cluster-Robust Inference A. Colin Cameron and Douglas L. Miller Abstract We consider statistical Inference for regression when data are grouped into clusters, with regression model errors independent across clusters but correlated within clusters. Examples include data on individuals with clustering on village or region or other category such as industry, and state-year differences-in-differences studies with clustering on state. In such settings default standard errors can greatly overstate estimator precision.
with clustering on geographical region, such as village or state. Then model errors for ... commands (for version 13), since Stata is the computer package most used in applied often microeconometrics research. And we will post on our websites more expansive Stata code and ... instrumental variables, nonlinear models such as logit and probit ...
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