Transcription of Robust and Clustered Standard Errors
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Robust and Clustered Standard Errors
Robust and Clustered Standard ErrorsMolly RobertsMarch 6, 2013 Molly 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 Errors2 Replicating 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 Errors2 Replicating in RMolly RobertsRobust and Clustered Standard ErrorsMarch 6, 20133 / 35An Introduction to Robust and Clustered Standard ErrorsLinear Regression with Non-constant V
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.
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