Robust inference with clustered data

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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Year of publication:	2011-07-23
Authors:	Cameron, Colin
Institutions:	Stata User Group

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Extent:	application/pdf
Series:	Mexican Stata Users' Group Meetings 2011.
Type of publication:	Book / Working Paper
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009189384