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Robust inference with clustered data

  • Colin Cameron

    (University of California-Davis)

This talk considers robust inference for regression models where data are clustered, with correlation of observations in the same cluster (such as state) and independence across clusters. The talk will range from the simplest case of heteroskedastic-ro bust (one individual per cluster) through to complications such as a small number of clusters and two- clustering. The relevant Stata commands and Stata add-ons, where available, will be discussed.

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File URL: http://fmwww.bc.edu/repec/msug2011/cameron.pdf
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Paper provided by Stata Users Group in its series Mexican Stata Users' Group Meetings 2011 with number 07.

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Date of creation: 23 Jul 2011
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Handle: RePEc:boc:msug11:07
Contact details of provider: Web page: http://www.stata.com/meeting/mexico11

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  25. A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller, 2006. "Robust Inference with Multi-way Clustering," NBER Technical Working Papers 0327, National Bureau of Economic Research, Inc.
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