IDEAS home Printed from

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


  • Andrew Menger

    () (Rice University)


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.

    Download full text from publisher

    File URL:
    File Function: program code
    Download Restriction: no

    File URL:
    File Function: help file
    Download Restriction: no

    More about this item


    clustering; bootstrap;


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s457988. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.