Clustered standard errors in Stata
AbstractA 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.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by Stata Users Group in its series United Kingdom Stata Users' Group Meetings 2007 with number 07.
Date of creation: 14 Sep 2007
Date of revision:
This paper has been announced in the following NEP Reports:
- NEP-ALL-2007-09-24 (All new papers)
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Cameron, A. Colin & Miller, Douglas L., 2010.
"Robust Inference with Clustered Data,"
10-7, University of California at Davis, Department of Economics.
- Colin Cameron, 2011. "Robust inference with clustered data," Mexican Stata Users' Group Meetings 2011 07, Stata Users Group.
- A. Colin Cameron & Douglas L. Miller, 2010. "Robust Inference with Clustered Data," Working Papers 106, University of California, Davis, Department of Economics.
- A. Colin Cameron & Douglas L. Miller, 2010. "Robust Inference with Clustered Data," Working Papers 107, University of California, Davis, Department of Economics.
- Arthur Grimes & Chris Young, 2010.
"Anticipatory Effects of Rail Upgrades: Auckland’s Western Line,"
10_11, Motu Economic and Public Policy Research.
- Arthur Grimes & Chris Young, 2011. "Anticipatory Effects of Rail Upgrades: Auckland's Western Line," ERSA conference papers ersa10p123, European Regional Science Association.
- 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.
- 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.
- Beck, Thorsten & Demirgüç-Kunt, Asli & Merrouche, Ouarda, 2013. "Islamic vs. conventional banking: Business model, efficiency and stability," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 433-447.
- 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.
- Leonardo Bonilla Mejía & Luis Armando Galvis, 2011. "Profesionalización docente y la calidad de la educación escolar en Colombia," DOCUMENTOS DE TRABAJO SOBRE ECONOMÃA REGIONAL 009005, BANCO DE LA REPÚBLICA - ECONOMÍA REGIONAL.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.