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Clustered standard errors in Stata

  • Austin Nichols

    ()

    (Urban Institute)

  • Mark E Schaffer

    ()

    (Heriot-Watt University)

A brief survey of clustered errors, focusing on estimating cluster–robust standard errors: when and why to use the cluster option (nearly always in panel regressions), and implications. Additional topics may include using svyset to specify clustering, multidimensional clustering, clustering in meta-analysis, how many clusters are required for asymptotic approximations, testing coefficients when the Var–Cov matrix has less than full rank, and testing for clustering of errors.

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File URL: http://repec.org/usug2007/crse.pdf
File Function: presentation slides
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Paper provided by Stata Users Group in its series United Kingdom Stata Users' Group Meetings 2007 with number 07.

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Date of creation: 14 Sep 2007
Date of revision:
Handle: RePEc:boc:usug07:07
Contact details of provider: Web page: http://www.stata.com/meeting/13uk

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