English, Article, Journal or magazine article edition: Clustered standard errors in Stata Austin Nichols; Mark E Schaffer

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Bookmark: http://trove.nla.gov.au/version/74437
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Clustered standard errors in Stata
Author
  • Austin Nichols
  • Mark E Schaffer
Physical Description
  • preprint
Notes
  • A brief survey of clustered errors, focusing on estimating cluster–robust standard errors: when and why to use the cluster option (nearly always in panel regressions), and implications. Additional topics may include using svyset to specify clustering, multidimensional clustering, clustering in meta-analysis, how many clusters are required for asymptotic approximations, testing coefficients when the Var–Cov matrix has less than full rank, and testing for clustering of errors.
  • RePEc:boc:usug07:07
Language
  • English
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