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TSCB: Stata module to implement the two-stage cluster bootstrap estimator

Author

Listed:
  • Daniel Pailañir

    (Universidad de Santiago de Chile)

  • Damian Clarke

    (Universidad de Santiago de Chile)

Programming Language

Stata

Abstract

This package implements the two-stage cluster bootstrap (TSCB) estimator described in Abadie et al., ("When Should You Adjust Standard Errors for Clustering?", QJE, 2023). The TSCB estimator allows for the calculation of standard errors and confidence intervals for average treatment effects in both OLS and fixed effect regressions which account for both sampling uncertainty, and design-based uncertainty. This bootstrap-based estimator can be more efficient than the standard cluster-robust variance estimator, particularly when the number of samples clustered approaches the total number of clusters in a population.

Suggested Citation

  • Daniel Pailañir & Damian Clarke, 2024. "TSCB: Stata module to implement the two-stage cluster bootstrap estimator," Statistical Software Components S459288, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459288
    Note: This module should be installed from within Stata by typing "ssc install tscb". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/t/tscb.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/t/tscb.sthlp
    File Function: help file
    Download Restriction: no
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