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