Robust inference with clustered data

A. Cameron

Mexican Stata Users' Group Meetings 2011 from Stata Users Group

Abstract: This talk considers robust inference for regression models where data are clustered, with correlation of observations in the same cluster (such as state) and independence across clusters. The talk will range from the simplest case of heteroskedastic-ro bust (one individual per cluster) through to complications such as a small number of clusters and two- clustering. The relevant Stata commands and Stata add-ons, where available, will be discussed.

Date: 2011-07-23
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Citations: View citations in EconPapers (73)

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http://fmwww.bc.edu/repec/msug2011/cameron.pdf (application/pdf)

Related works:
Working Paper: Robust Inference with Clustered Data (2010)
Working Paper: Robust Inference with Clustered Data (2010)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:msug11:07

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