The multiway cluster wild bootstrap

James MacKinnon and Matthew Webb

Canadian Stata Users' Group Meetings 2017 from Stata Users Group

Abstract: Many datasets involve observations which are grouped, or clustered, and often in several dimensions. While robust inference with single-way or multiway clustering is possible with a large number of clusters, reliable inference with few clusters and multiway clustering has otherwise proved challenging. We propose a bootstrap method that improves inference considerably.

Date: 2017-09-20
New Economics Papers: this item is included in nep-ecm
References: Add references at CitEc
Citations:

Downloads: (external link)
http://repec.org/csug2017/Canada17_Webb_poster.pdf presentation materials (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: https://EconPapers.repec.org/RePEc:boc:csug17:06

Access Statistics for this paper

More papers in Canadian Stata Users' Group Meetings 2017 from Stata Users Group Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().