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Clustered standard errors in Stata

Austin Nichols and Mark Schaffer ()

United Kingdom Stata Users' Group Meetings 2007 from Stata Users Group

Abstract: 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.

Date: 2007-09-14
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