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Robust inference with clustered data

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  • Colin Cameron

    (University of California-Davis)

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.

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Bibliographic Info

Paper provided by Stata Users Group in its series Mexican Stata Users' Group Meetings 2011 with number 07.

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Date of creation: 23 Jul 2011
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Handle: RePEc:boc:msug11:07

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Web page: http://www.stata.com/meeting/mexico11
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  1. Casaburi, Lorenzo & Minerva, G. Alfredo, 2011. "Production in advance versus production to order: The role of downstream spatial clustering and product differentiation," Journal of Urban Economics, Elsevier, vol. 70(1), pages 32-46, July.
  2. Kai A. Konrad & Tim Lohse & Salmai Qari, 2011. "Customs Compliance and the Power of Imagination," Working Papers customs_compliance_and_th, Max Planck Institute for Tax Law and Public Finance.
  3. von Hinke Kessler Scholder, Stephanie, 2013. "School meal crowd out in the 1980s," Journal of Health Economics, Elsevier, vol. 32(3), pages 538-545.
  4. Laura Di Giorgio & Massimo Filippini & Giuliano Masiero, 2012. "Implications of global budget payment system on nursing home costs," CEPRA working paper 1301, USI Università della Svizzera italiana.
  5. d'Adda, Giovanna, 2011. "Social Status and Influence: Evidence from an Artefactual Field Experiment on Local Public Good Provision," Proceedings of the German Development Economics Conference, Berlin 2011 22, Verein für Socialpolitik, Research Committee Development Economics.
  6. Bürker, Matthias & Franco, Chiara & Minerva, G. Alfredo, 2013. "Foreign ownership, firm performance, and the geography of civic capital," Regional Science and Urban Economics, Elsevier, vol. 43(6), pages 964-984.
  7. Jonathan Timmis, . "The Internet and International Trade in Goods," Discussion Papers 12/08, University of Nottingham, GEP.
  8. Hani Mansour & Daniel I. Rees, 2011. "The Effect of Prenatal Stress on Birth Weight: Evidence from the al-Aqsa Intifada," Discussion Papers of DIW Berlin 1108, DIW Berlin, German Institute for Economic Research.
  9. Karapetyan, Deanna & d'Adda, Giovanna, 2014. "Determinants of conservation among the rural poor: A charitable contribution experiment," Ecological Economics, Elsevier, vol. 99(C), pages 74-87.
  10. Baumgarten, Daniel, 2013. "Exporters and the rise in wage inequality: Evidence from German linked employer–employee data," Journal of International Economics, Elsevier, vol. 90(1), pages 201-217.
  11. Cygan-Rehm, Kamila & Maeder, Miriam, 2013. "The effect of education on fertility: Evidence from a compulsory schooling reform," Labour Economics, Elsevier, vol. 25(C), pages 35-48.
  12. Mansour, Hani & Rees, Daniel I., 2012. "Armed conflict and birth weight: Evidence from the al-Aqsa Intifada," Journal of Development Economics, Elsevier, vol. 99(1), pages 190-199.
  13. Ambrey, Christopher L. & Fleming, Christopher M. & Chan, Andrew Yiu-Chung, 2014. "Estimating the cost of air pollution in South East Queensland: An application of the life satisfaction non-market valuation approach," Ecological Economics, Elsevier, vol. 97(C), pages 172-181.
  14. Jonathan Timmis, . "The Internet and International Trade in Goods," Discussion Papers 12/03, University of Nottingham, School of Economics.
  15. Keck, Steffen & Diecidue, Enrico & Budescu, David V., 2014. "Group decisions under ambiguity: Convergence to neutrality," Journal of Economic Behavior & Organization, Elsevier, vol. 103(C), pages 60-71.
  16. Matthew D. Webb, 2013. "Reworking Wild Bootstrap Based Inference for Clustered Errors," Working Papers 1315, Queen's University, Department of Economics.

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