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.
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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)
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