CLUSTERBS: Stata module to perform a pairs symmetric cluster bootstrap-t procedure

Andrew Menger ()
Additional contact information
Andrew Menger: Rice University

Statistical Software Components from Boston College Department of Economics

Abstract: clusterbs performs a pairs symmetric cluster bootstrap-t procedure for estimating the statistical significance of relationships when the data is clustered with a small number of clusters. This program uses a procedure described in Cameron, Gelbach, & Miller (2008) wherein the null distribution of the t-statistic is estimated by running the model in a series of bootstrap samples, where the data is sampled with replacement by cluster for each bootstrap iteration. "clusterbs" is intended to be used for accurate statistical inference about one or more parameters of interest when the data is clustered with a small number of clusters, or a moderate number of clusters with uneven size. It does not allow for post-estimation commands and does not return standard errors. clusterbs allows the pairs cluster bootstrap program to run fixed effects models. These can be specified as cluster (where fixed effects are applied to each cluster), "inside" (where fixed effects are applied to an indicator inside of each cluster), and "external" (where fixed effects are given to an indicator separate from the clustering structure).

Language: Stata
Requires: Stata version 9 and estout from SSC (q.v.)
Keywords: clustering; bootstrap (search for similar items in EconPapers)
Date: 2015-03-30, Revised 2015-07-25
Note: This module should be installed from within Stata by typing "ssc install clusterbs". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/c/clusterbs.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clusterbs.sthlp help file (text/plain)

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:bocode:s457988

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().