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Cluster sample inference using sensitivity analysis: the case with few groups

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Author Info
Vikström, Johan () (IFAU - Institute for Labour Market Policy Evaluation)
Abstract

This paper re-examines inference for cluster samples. Sensitivity analysis is proposed as a new method to perform inference when the number of groups is small. Based on estimations using disaggregated data, the sensitivity of the standard errors with respect to the variance of the cluster effects can be examined in order to distinguish a causal effect from random shocks. The method even handles just-identified models. One important example of a just-identified model is the two groups and two time periods difference-in-differences setting. The method allows for different types of correlation over time and between groups in the cluster effects.

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Publisher Info
Paper provided by IFAU - Institute for Labour Market Policy Evaluation in its series Working Paper Series with number 2009:15.

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Length: 43 pages
Date of creation: 11 Jun 2009
Date of revision:
Handle: RePEc:hhs:ifauwp:2009_015

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Postal: Labour Market Policy Evaluation, P O Box 513, SE-751 20 Uppsala, Sweden
Phone: (+46) 18 - 471 70 70
Fax: (+46) 18 - 471 70 71
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Web page: http://www.ifau.se/
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For technical questions regarding this item, or to correct its listing, contact: (Margareta Wicklander).

Related research
Keywords: Cluster-correlation; difference-in-difference; sensitivity analysis;

Find related papers by JEL classification:
C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Hypothesis Testing
C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data

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References listed on IDEAS
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    Other versions:
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    Other versions:
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  15. Card, David & Krueger, Alan B, 1994. "Minimum Wages and Employment: A Case Study of the Fast-Food Industry in New Jersey and Pennsylvania," American Economic Review, American Economic Association, vol. 84(4), pages 772-93, September. [Downloadable!] (restricted)
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This page was last updated on 2009-12-3.

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