Clustered standard errors in Stata
Austin Nichols and
Mark Schaffer ()
United Kingdom Stata Users' Group Meetings 2007 from Stata Users Group
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.
References: Add references at CitEc
Citations View citations in EconPapers (35) Track citations by RSS feed
Downloads: (external link)
http://repec.org/usug2007/crse.pdf presentation slides (application/pdf)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://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 ().