standard errors when there is one-way clustering. The method is demonstrated by a Monte Carlo analysis for a two-way random … assumptions. Our method is easily implemented in statistical packages, such as Stata and SAS, that already oþer cluster-robust …

/or heteroskedastic. This paper shows how robust standard errors can be computed for several robust estimators of regression, including … MMestimators. The improvement relative to non-robust standard errors is illustrated by means of large-sample bias calculations …, simulations, and a real data example. It turns out that non-robust standard errors of robust estimators may be severely biased …

standard errors when there is one-way clustering. The method is demonstrated by a Monte Carlo analysis for a two-way random … assumptions. Our method is easily implemented in statistical packages, such as Stata and SAS, that already offer cluster-robust …

standard errors when there is one-way clustering. The method is demonstrated by a Monte Carlo analysis for a two-way random ef … assumptions. Our method is easily implemented in statistical packages, such as Stata and SAS, that already o¤er cluster-robust …