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

Downloads: (external link)
http://repec.org/usug2007/crse.pdf presentation slides (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:boc:usug07:07

Access Statistics for this paper

More papers in United Kingdom Stata Users' Group Meetings 2007 from Stata Users Group
Contact information at EDIRC.
Series data maintained by Christopher F Baum ().