Miller, Douglas Lee; Cameron, Adrian Colin; Gelbach, … - 2009
, probit and GMM. This variance estimator enables cluster-robust inference when there is two-way or multi-way clustering that … is non-nested. The variance estimator extends the standard cluster-robust variance estimator or sandwich estimator for … assumptions. Our method is easily implemented in statistical packages, such as Stata and SAS, that already oÞer cluster …