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Clustered standard errors in Stata

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Author Info

  • Austin Nichols

    () (Urban Institute)

  • Mark E Schaffer

    () (Heriot-Watt University)

Abstract

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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File URL: http://repec.org/usug2007/crse.pdf
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Bibliographic Info

Paper provided by Stata Users Group in its series United Kingdom Stata Users' Group Meetings 2007 with number 07.

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Date of creation: 14 Sep 2007
Date of revision:
Handle: RePEc:boc:usug07:07

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Web page: http://www.stata.com/meeting/13uk
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Cited by:
  1. Cameron, A. Colin & Miller, Douglas L., 2010. "Robust Inference with Clustered Data," Working Papers 10-7, University of California at Davis, Department of Economics.
  2. Arthur Grimes & Chris Young, 2010. "Anticipatory Effects of Rail Upgrades: Auckland’s Western Line," Working Papers 10_11, Motu Economic and Public Policy Research.
  3. Leonardo Bonilla Mejía & Luis Armando Galvis, 2012. "Profesionalización docente y calidad de la educación escolar en Colombia," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE.
  4. Beck, Thorsten & Demirguc-Kunt, Asli & Merrouche, Ouarda, 2010. "Islamic vs. conventional banking : business model, efficiency and stability," Policy Research Working Paper Series 5446, The World Bank.
  5. Feld, Lars P. & Heckemeyer, Jost Henrich, 2008. "FDI and Taxation: A Meta-Study," ZEW Discussion Papers 08-128, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  6. Leonardo Bonilla Mejía & Luis Armando Galvis, 2011. "Profesionalización docente y la calidad de la educación escolar en Colombia," DOCUMENTOS DE TRABAJO SOBRE ECONOMÍA REGIONAL 009005, BANCO DE LA REPÚBLICA - ECONOMÍA REGIONAL.

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