Barrios, Thomas; Diamond, Rebecca; Imbens, Guido W.; … - In: Journal of the American Statistical Association 107 (2012) 498, pp. 578-591
It is a standard practice in regression analyses to allow for clustering in the error covariance matrix if the explanatory variable of interest varies at a more aggregate level (e.g., the state level) than the units of observation (e.g., individuals). Often, however, the structure of the error...