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  • Search: subject:"cluster-robust variance estima-tor"
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Year of publication
Subject
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CRVE 2 bootstrap 2 cluster sizes 2 cluster-robust variance estima-tor 2 clustered data 2 grouped data 2 jackknife 2 wild cluster bootstrap 2 Bootstrap approach 1 Bootstrap-Verfahren 1 Cluster analysis 1 Clusteranalyse 1 Regional cluster 1 Regionales Cluster 1 Theorie 1 Theory 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 2
Author
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MacKinnon, James G. 2 Nielsen, Morten Ørregaard 2 Webb, Matthew 2
Published in...
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Queen's Economics Department working paper 1 Queen’s Economics Department Working Paper 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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Fast and reliable jackknife and bootstrap methods for cluster-robust inference
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2022
We provide new and computationally attractive methods, based on jackknifing by cluster, to obtain cluster-robust variance matrix estimators (CRVEs) for linear regres- sion models estimated by least squares. These estimators have previously been com- putationally infeasible except for small...
Persistent link: https://www.econbiz.de/10014451087
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Cover Image
Fast and reliable jackknife and bootstrap methods for cluster-robust inference
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2022
We provide new and computationally attractive methods, based on jackknifing by cluster, to obtain cluster-robust variance matrix estimators (CRVEs) for linear regres- sion models estimated by least squares. These estimators have previously been com- putationally infeasible except for small...
Persistent link: https://www.econbiz.de/10013172440
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