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.
- Lars P. Feld & Jost Henrich Heckemeyer, 2009.
"FDI and Taxation: A Meta-Study,"
CESifo Working Paper Series
2540, CESifo Group Munich.
- Christos Kolympiris & Nicholas Kalaitzandonakes, 2013. "Geographic scope of proximity effects among small life sciences firms," Small Business Economics, Springer, vol. 40(4), pages 1059-1086, May.
- 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, 2011.
"Anticipatory Effects of Rail Upgrades: Auckland's Western Line,"
ERSA conference papers
ersa10p123, European Regional Science Association.
- Arthur Grimes & Chris Young, 2010. "Anticipatory Effects of Rail Upgrades: Auckland’s Western Line," Working Papers 10_11, Motu Economic and Public Policy Research.
- 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).
- 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.
- 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.
- Baskaran, Thushyanthan, 2013. "Coalition governments, cabinet size, and the common pool problem: Evidence from the German states," European Journal of Political Economy, Elsevier, vol. 32(C), pages 356-376.
- 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.
- 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.
- Giorgio Di Pietro, 2012. "The Bologna Process and widening participation in university education: new evidence from Italy," Empirica, Springer, vol. 39(3), pages 357-374, August.
- 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.
- 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.
- 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.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).
If references are entirely missing, you can add them using this form.