TSCB: Stata module to implement the two-stage cluster bootstrap estimator

Daniel Pailañir () and Damian Clarke
Additional contact information
Daniel Pailañir: Universidad de Santiago de Chile

Statistical Software Components from Boston College Department of Economics

Abstract: This package implements the two-stage cluster bootstrap (TSCB) estimator described in Abadie et al., ("When Should You Adjust Standard Errors for Clustering?", QJE, 2023). The TSCB estimator allows for the calculation of standard errors and confidence intervals for average treatment effects in both OLS and fixed effect regressions which account for both sampling uncertainty, and design-based uncertainty. This bootstrap-based estimator can be more efficient than the standard cluster-robust variance estimator, particularly when the number of samples clustered approaches the total number of clusters in a population.

Language: Stata
Requires: Stata version 13 and moremata from SSC (q.v.)
Keywords: two-stage cluster bootstrap; ATE; sampling uncertainty; design-based uncertainty (search for similar items in EconPapers)
Date: 2024-02-03
Note: This module should be installed from within Stata by typing "ssc install tscb". 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/t/tscb.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/t/tscb.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:s459288

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 ().