A SAS macro for estimation and inference in differences-in-differences applications with within cluster correlation and cluster-corrections for a few clusters

Nicolas Moreau

Working Papers from HAL

Abstract: This paper presents a SAS macro written for estimation and inference in differences-indifferences applications with clustering. Cluster robust variance estimators for within-group error correlation are implemented. Finite cluster-corrections for a few clusters are also performed.

Date: 2018-01-24
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