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CLUSTERBS: Stata module to perform a pairs symmetric cluster bootstrap-t procedure

Author

Listed:
  • Andrew Menger

    () (Rice University)

Abstract

clusterbs performs a pairs symmetric cluster bootstrap-t procedure for estimating the statistical significance of relationships when the data is clustered with a small number of clusters. This program uses a procedure described in Cameron, Gelbach, & Miller (2008) wherein the null distribution of the t-statistic is estimated by running the model in a series of bootstrap samples, where the data is sampled with replacement by cluster for each bootstrap iteration. "clusterbs" is intended to be used for accurate statistical inference about one or more parameters of interest when the data is clustered with a small number of clusters, or a moderate number of clusters with uneven size. It does not allow for post-estimation commands and does not return standard errors. clusterbs allows the pairs cluster bootstrap program to run fixed effects models. These can be specified as cluster (where fixed effects are applied to each cluster), "inside" (where fixed effects are applied to an indicator inside of each cluster), and "external" (where fixed effects are given to an indicator separate from the clustering structure).

Suggested Citation

  • Andrew Menger, 2015. "CLUSTERBS: Stata module to perform a pairs symmetric cluster bootstrap-t procedure," Statistical Software Components S457988, Boston College Department of Economics, revised 25 Jul 2015.
  • Handle: RePEc:boc:bocode:s457988
    Note: This module should be installed from within Stata by typing "ssc install clusterbs". Windows users should not attempt to download these files with a web browser.
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    File URL: http://fmwww.bc.edu/repec/bocode/c/clusterbs.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/c/clusterbs.sthlp
    File Function: help file
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    More about this item

    Keywords

    clustering; bootstrap;

    Statistics

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