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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
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Handle: RePEc:boc:usug07:07

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Web page: http://www.stata.com/meeting/13uk
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Cited by:
  1. 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.
  2. Arthur Grimes & Chris Young, 2011. "Anticipatory Effects of Rail Upgrades: Auckland's Western Line," ERSA conference papers ersa10p123, European Regional Science Association.
  3. Hoenen, Sebastian & Kolympiris, Christos & Schoenmakers, Wilfred & Kalaitzandonakes, Nicholas, 2014. "The diminishing signaling value of patents between early rounds of venture capital financing," Research Policy, Elsevier, vol. 43(6), pages 956-989.
  4. 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.
  5. 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.
  6. Colin Cameron, 2011. "Robust inference with clustered data," Mexican Stata Users' Group Meetings 2011 07, Stata Users Group.
  7. Hudson, John & Orviska, Marta, 2013. "Firms’ adoption of international standards: One size fits all?," Journal of Policy Modeling, Elsevier, vol. 35(2), pages 289-306.
  8. Baskaran, Thushyanthan, 2013. "Coalition governments, cabinet size, and the common pool problem: Evidence from the German states," Center for European, Governance and Economic Development Research Discussion Papers 165, University of Goettingen, Department of Economics.
  9. Coulon, Sandra M. & Wilson, Dawn K. & Egan, Brent M., 2013. "Associations among environmental supports, physical activity, and blood pressure in African-American adults in the PATH trial," Social Science & Medicine, Elsevier, vol. 87(C), pages 108-115.
  10. 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.
  11. Dendir, Seife, 2013. "Children.s endowment, schooling, and work in Ethiopia," Working Paper Series UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).

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