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Asymptotic Behavior of a t -Test Robust to Cluster Heterogeneity

Citations

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Cited by:

  1. Christopher Carpenter & Hai V. Nguyen, 2020. "Intended and Unintended Effects of Banning Menthol Cigarettes," NBER Working Papers 26811, National Bureau of Economic Research, Inc.
  2. Guillermo Cruces & Dario Tortarolo & Gonzalo Vazquez-Bare, 2023. "Design of partial population experiments with an application to spillovers in tax compliance," IFS Working Papers W23/17, Institute for Fiscal Studies.
  3. Polipciuc, Maria & Cörvers, Frank & Montizaan, Raymond, 2023. "Peers’ race in adolescence and voting behavior," Economics of Education Review, Elsevier, vol. 97(C).
  4. James G. MacKinnon & Matthew D. Webb & Morten Ø. Nielsen, 2017. "Bootstrap And Asymptotic Inference With Multiway Clustering," Working Paper 1386, Economics Department, Queen's University.
  5. Mikola, Derek & Webb, Matthew D., 2023. "Finish it and it is free: An evaluation of college graduation subsidies," Economics of Education Review, Elsevier, vol. 93(C).
  6. James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2024. "Cluster-Robust Jackknife and Bootstrap Inference for Binary Response Models," Working Paper 1515, Economics Department, Queen's University.
  7. James G. MacKinnon, 2020. "Wild cluster bootstrap confidence intervals," L'Actualité Economique, Société Canadienne de Science Economique, vol. 96(4), pages 721-743.
  8. B. James Deaton & Chad Lawley & Karthik Nadella, 2018. "Renters, landlords, and farmland stewardship," Agricultural Economics, International Association of Agricultural Economists, vol. 49(4), pages 521-531, July.
  9. Daniel L. Millimet & Travis Whitacre, 2025. "Partisan mortality cycles," Journal of Population Economics, Springer;European Society for Population Economics, vol. 38(4), pages 1-49, December.
  10. Hagemann, Andreas, 2019. "Placebo inference on treatment effects when the number of clusters is small," Journal of Econometrics, Elsevier, vol. 213(1), pages 190-209.
  11. Carpenter, Christopher S. & Gonzales, Gilbert & McKay, Tara & Sansone, Dario, 2020. "Effects of the Affordable Care Act Dependent Coverage Mandate on Health Insurance Coverage for Individuals in Same-Sex Couples," IZA Discussion Papers 13119, IZA Network @ LISER.
  12. Clément de Chaisemartin & Jaime Ramirez-Cuellar, 2024. "At What Level Should One Cluster Standard Errors in Paired and Small-Strata Experiments?," American Economic Journal: Applied Economics, American Economic Association, vol. 16(1), pages 193-212, January.
  13. James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2021. "Wild Bootstrap and Asymptotic Inference With Multiway Clustering," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 505-519, March.
  14. MacKinnon, James G. & Nielsen, Morten Ørregaard & Webb, Matthew D., 2023. "Cluster-robust inference: A guide to empirical practice," Journal of Econometrics, Elsevier, vol. 232(2), pages 272-299.
  15. Stefanie J. Huber & Tobias Schmidt, 2016. "Cross-Country Differences in Homeownership: A Cultural Phenomenon?," ERES eres2016_47, European Real Estate Society (ERES).
  16. David Roodman & James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2019. "Fast and wild: Bootstrap inference in Stata using boottest," Stata Journal, StataCorp LLC, vol. 19(1), pages 4-60, March.
  17. A. Colin Cameron & Douglas L. Miller, 2015. "A Practitioner’s Guide to Cluster-Robust Inference," Journal of Human Resources, University of Wisconsin Press, vol. 50(2), pages 317-372.
  18. Frank Davenport, 2017. "Estimating standard errors in spatial panel models with time varying spatial correlation," Papers in Regional Science, Wiley Blackwell, vol. 96, pages 155-177, March.
  19. James G. MacKinnon & Matthew D. Webb, 2017. "Wild Bootstrap Inference for Wildly Different Cluster Sizes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 233-254, March.
  20. David Mickey-Pabello, 2024. "A STEM Penalty from Affirmative Action Bans?," Research in Higher Education, Springer;Association for Institutional Research, vol. 65(1), pages 92-123, February.
  21. James G. MacKinnon, 2025. "When can we trust cluster-robust inference?," Canadian Stata Users' Group Meetings 2025 11, Stata Users Group.
  22. Franco Riottini Depetris, 2024. "Do Ambassadors Matter? The effect of ambassadors on trade promotion," Young Researchers Working Papers 15, Universidad de San Andres, Departamento de Economia, revised Aug 2024.
  23. James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2023. "Fast and reliable jackknife and bootstrap methods for cluster‐robust inference," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(5), pages 671-694, August.
  24. James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2023. "Leverage, influence, and the jackknife in clustered regression models: Reliable inference using summclust," Stata Journal, StataCorp LLC, vol. 23(4), pages 942-982, December.
  25. MacKinnon, James G. & Nielsen, Morten Ørregaard & Webb, Matthew D., 2023. "Testing for the appropriate level of clustering in linear regression models," Journal of Econometrics, Elsevier, vol. 235(2), pages 2027-2056.
  26. Hwang, Jungbin, 2021. "Simple and trustworthy cluster-robust GMM inference," Journal of Econometrics, Elsevier, vol. 222(2), pages 993-1023.
  27. Slawa Rokicki & Jessica Cohen & Gunther Fink & Joshua Salomon & Mary Beth Landrum, 2018. "Inference with difference-in-differences with a small number of groups: a review, simulation study and empirical application using SHARE data," CHaRMS Working Papers 18-01, Centre for HeAlth Research at the Management School (CHaRMS).
  28. Ivan A. Canay & Andres Santos & Azeem M. Shaikh, 2021. "The Wild Bootstrap with a “Small” Number of “Large” Clusters," The Review of Economics and Statistics, MIT Press, vol. 103(2), pages 346-363, May.
  29. Jeffrey D. Michler & Anna Josephson, 2022. "Recent developments in inference: practicalities for applied economics," Chapters, in: A Modern Guide to Food Economics, chapter 11, pages 235-268, Edward Elgar Publishing.
  30. Bruno Ferman, 2019. "Assessing Inference Methods," Papers 1912.08772, arXiv.org, revised Oct 2025.
  31. James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2024. "Cluster-robust jackknife and bootstrap inference for logistic regression models," Papers 2406.00650, arXiv.org, revised May 2025.
  32. MacKinnon, James G. & Webb, Matthew D., 2020. "Randomization inference for difference-in-differences with few treated clusters," Journal of Econometrics, Elsevier, vol. 218(2), pages 435-450.
  33. Pettersson-Lidbom, Per, 2022. "Exit, Voice and Political Change: Evidence from Swedish Mass Migration to the United States. A Comment on Karadja and Prawitz (Journal of Political Economy, 2019)," Journal of Comments and Replications in Economics (JCRE), ZBW - Leibniz Information Centre for Economics, vol. 1, pages 1-13.
  34. James G. MacKinnon & Matthew D. Webb, 2020. "When and How to Deal with Clustered Errors in Regression Models," Working Paper 1421, Economics Department, Queen's University.
  35. Lee, Maxine J., 2021. "The effect of import competition on educational attainment at the postsecondary level: Evidence from NAFTA," Economics of Education Review, Elsevier, vol. 82(C).
  36. Geghetsik Afunts & Stepan Jurajda, 2022. "Who Divorces Whom: Unilateral Divorce Legislation and the Educational Structure of Marriage," CERGE-EI Working Papers wp740, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  37. Djogbenou, Antoine A. & MacKinnon, James G. & Nielsen, Morten Ørregaard, 2019. "Asymptotic theory and wild bootstrap inference with clustered errors," Journal of Econometrics, Elsevier, vol. 212(2), pages 393-412.
  38. James G. MacKinnon, 2019. "How cluster-robust inference is changing applied econometrics," Canadian Journal of Economics, Canadian Economics Association, vol. 52(3), pages 851-881, August.
  39. Burret, Heiko T. & Feld, Lars P. & Schaltegger, Christoph A., 2022. "Fiscal federalism and economic performance new evidence from Switzerland," European Journal of Political Economy, Elsevier, vol. 74(C).
  40. Guillaume R. Fréchette & Alessandro Lizzeri & Jacopo Perego, 2022. "Rules and Commitment in Communication: An Experimental Analysis," Econometrica, Econometric Society, vol. 90(5), pages 2283-2318, September.
  41. Burret, Heiko T. & Feld, Lars P., 2018. "(Un-)intended effects of fiscal rules," European Journal of Political Economy, Elsevier, vol. 52(C), pages 166-191.
  42. Laurent Davezies & Xavier D'Haultfoeuille & Yannick Guyonvarch, 2018. "Asymptotic results under multiway clustering," Papers 1807.07925, arXiv.org, revised Aug 2018.
  43. Deb, Partha & Gangaram, Anjelica & Khajavi, Hoda Nouri, 2021. "The impact of the State Innovation Models Initiative on population health," Economics & Human Biology, Elsevier, vol. 42(C).
  44. Hansen, Bruce E. & Lee, Seojeong, 2019. "Asymptotic theory for clustered samples," Journal of Econometrics, Elsevier, vol. 210(2), pages 268-290.
  45. Maximilian Todtenhaupt & Johannes Voget, 2021. "International Taxation and Productivity Effects of M&As," CESifo Working Paper Series 8967, CESifo.
  46. Honjo, Yuji & Ono, Arito & Tsuruta, Daisuke, 2024. "The effect of physical collateral and personal guarantees on business startups," Journal of Economics and Business, Elsevier, vol. 130(C).
  47. Jeremy Edwards, 2021. "Can Institutional Transplants Work? A Reassessment of the Evidence from Nineteenth-Century Prussia," CESifo Working Paper Series 9333, CESifo.
  48. Chang Hyung Lee, 2020. "Minimum Wage Policy and Community College Enrollment Patterns," ILR Review, Cornell University, ILR School, vol. 73(1), pages 178-210, January.
  49. Riottini Depetris Franco, 2024. "Do Ambassadors Matter? The effect of ambassadors on trade promotion," Asociación Argentina de Economía Política: Working Papers 4757, Asociación Argentina de Economía Política.
  50. Ann Bartel & Maya Rossin-Slater & Christopher Ruhm & Jenna Stearns & Jane Waldfogel, 2015. "Paid Family Leave, Fathers’ Leave-Taking, and Leave-Sharing in Dual-Earner Households," NBER Working Papers 21747, National Bureau of Economic Research, Inc.
  51. James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2024. "Jackknife inference with two-way clustering," Papers 2406.08880, arXiv.org, revised Mar 2026.
  52. MacKinnon, James G. & Webb, Matthew D., 2017. "Pitfalls when Estimating Treatment Effects Using Clustered Data," Queen's Economics Department Working Papers 274713, Queen's University - Department of Economics.
  53. Foresta, Alessandra, 2025. "Lady Justice: The impact of female judges on jury trial verdicts in North Carolina," European Journal of Political Economy, Elsevier, vol. 88(C).
  54. Child, Travers Barclay & Massoud, Nadia & Schabus, Mario & Zhou, Yifan, 2021. "Surprise election for Trump connections," Journal of Financial Economics, Elsevier, vol. 140(2), pages 676-697.
  55. Heiko T. Burret & Lars P. Feld, 2018. "Vertical effects of fiscal rules: the Swiss experience," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 25(3), pages 673-721, June.
  56. Todtenhaupt, Maximilian & Voget, Johannes, 2021. "International taxation and productivity effects of M&As," Journal of International Economics, Elsevier, vol. 131(C).
  57. Bullinger, Lindsey Rose, 2019. "The Effect of Paid Family Leave on Infant and Parental Health in the United States," Journal of Health Economics, Elsevier, vol. 66(C), pages 101-116.
  58. Sönke Hendrik Matthewes, 2018. "Better Together? Heterogeneous Effects of Tracking on Student Achievement," Discussion Papers of DIW Berlin 1775, DIW Berlin, German Institute for Economic Research.
  59. Andreas Hagemann, 2019. "Permutation inference with a finite number of heterogeneous clusters," Papers 1907.01049, arXiv.org, revised Feb 2023.
  60. Clément de Chaisemartin & Luc Behaghel, 2020. "Estimating the Effect of Treatments Allocated by Randomized Waiting Lists," Econometrica, Econometric Society, vol. 88(4), pages 1453-1477, July.
  61. Alessandra Foresta, 2022. "Lady Justice: The impact of female judges on trials' verdicts in US," Discussion Papers 22/04, Department of Economics, University of York.
  62. Chor, Elise & Andresen, Martin Eckhoff & Kalil, Ariel, 2016. "The impact of universal prekindergarten on family behavior and child outcomes," Economics of Education Review, Elsevier, vol. 55(C), pages 168-181.
  63. Stephen B. Billings & Kevin T. Schnepel, 2018. "Life after Lead: Effects of Early Interventions for Children Exposed to Lead," American Economic Journal: Applied Economics, American Economic Association, vol. 10(3), pages 315-344, July.
  64. Kenchington, David G. & Shohfi, Thomas D. & Smith, Jared D. & White, Roger M., 2022. "Do sin tax hikes spur cheating in interpersonal exchange?," Accounting, Organizations and Society, Elsevier, vol. 96(C).
  65. Friedman, Willa & Keats, Anthony & Mutua, Martin Kavao, 2022. "Disruptions to healthcare quality and early child health outcomes: Evidence from health-worker strikes in Kenya," Journal of Health Economics, Elsevier, vol. 86(C).
  66. Djogbenou, Antoine & MacKinnon, James G. & Orregaard Nielsen, Morten, 2017. "Validity of Wild Bootstrap Inference with Clustered Errors," Queen's Economics Department Working Papers 274709, Queen's University - Department of Economics.
  67. Matthew D. Webb, 2023. "Reworking wild bootstrap‐based inference for clustered errors," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 56(3), pages 839-858, August.
  68. Lewis, Gabriel, 2022. "Heteroskedasticity and Clustered Covariances from a Bayesian Perspective," MPRA Paper 116662, University Library of Munich, Germany.
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