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  • Search: subject:"robust variance estimator"
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Year of publication
Subject
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cluster-robust variance estimator 27 CRVE 26 clustered data 24 Cluster analysis 22 Clusteranalyse 22 wild cluster bootstrap 22 Estimation theory 21 Regional cluster 21 Regionales Cluster 21 Schätztheorie 21 Bootstrap approach 19 Bootstrap-Verfahren 19 grouped data 18 robust inference 18 Induktive Statistik 14 Statistical inference 14 Clustered data 10 wild bootstrap 8 inference 6 cluster jackknife 5 cluster sizes 5 Cluster-robust variance estimator 4 Edgeworth expansion 4 Robust inference 4 Wild cluster bootstrap 4 jackknife 4 Grouped data 3 Monte Carlo simulation 3 Monte-Carlo-Simulation 3 Regression analysis 3 Regressionsanalyse 3 two-way clustering 3 Statistical error 2 Statistischer Fehler 2 WCR bootstrap 2 WREC bootstrap 2 Wild bootstrap 2 bootstrap 2 bootstrap Wald test 2 cluster-robust variance estima-tor 2
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Online availability
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Free 30 Undetermined 5 CC license 1
Type of publication
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Book / Working Paper 27 Article 8
Type of publication (narrower categories)
All
Working Paper 27 Arbeitspapier 15 Graue Literatur 15 Non-commercial literature 15 Article in journal 7 Aufsatz in Zeitschrift 7
Language
All
English 35
Author
All
MacKinnon, James G. 33 Nielsen, Morten Ørregaard 27 Webb, Matthew 22 Djogbenou, Antoine A. 4 Djogbenou, Antoine 2 Webb, Matthew D. 2 Hardin, James W. 1 Niccodemi, Gianmaria 1 Nielsen, Morten Ørregard 1 Wansbeek, Tom 1
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Published in...
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Queen's Economics Department working paper 12 Queen’s Economics Department Working Paper 9 CREATES research paper 3 Journal of econometrics 3 Queen's Economics Department Working Paper 3 Econometrics : open access journal 1 Journal of applied econometrics 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Stata Journal 1 The econometrics journal 1
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Source
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ECONIS (ZBW) 22 EconStor 12 RePEc 1
Showing 11 - 20 of 35
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Leverage, influence, and the jackknife in clustered regression models : reliable inference using summclust
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2022
Cluster-robust inference is widely used in modern empirical work in economics and many other disciplines. The key unit of observation is the cluster. We propose measures of "high-leverage" clusters and "influential" clusters for linear regression models. The measures of leverage and partial...
Persistent link: https://www.econbiz.de/10013169182
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Cluster-robust inference: A guide to empirical practice
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2021
Methods for cluster-robust inference are routinely used in economics and many other disciplines. However, it is only recently that theoretical foundations for the use of these methods in many empirically relevant situations have been developed. In this paper, we use these theoretical results to...
Persistent link: https://www.econbiz.de/10012670892
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Fast cluster bootstrap methods for linear regression models
MacKinnon, James G. - 2021
Efficient computational algorithms for bootstrapping linear regression models with clustered data are discussed. For ordinary least squares (OLS) regression, a new algorithm is provided for the pairs cluster bootstrap, along with two algorithms for the wild cluster bootstrap. One of these is a...
Persistent link: https://www.econbiz.de/10012670900
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Fast cluster bootstrap methods for linear regression models
MacKinnon, James G. - 2021
Efficient computational algorithms for bootstrapping linear regression models with clustered data are discussed. For OLS regression, a new algorithm is provided for the pairs cluster bootstrap, and two algorithms for the wild cluster bootstrap are compared. One of these is a new way to express...
Persistent link: https://www.econbiz.de/10012662210
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Cover Image
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2021
Methods for cluster-robust inference are routinely used in economics and many other disciplines. However, it is only recently that theoretical foundations for the use of these methods in many empirically relevant situations have been developed. In this paper, we use these theoretical results to...
Persistent link: https://www.econbiz.de/10012494221
Saved in:
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Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - In: Journal of econometrics 232 (2023) 2, pp. 272-299
Persistent link: https://www.econbiz.de/10014339912
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Testing for the appropriate level of clustering in linear regression models
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - In: Journal of econometrics 235 (2023) 2, pp. 2027-2056
Persistent link: https://www.econbiz.de/10014471443
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Testing for the appropriate level of clustering in linear regression models
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2020
Reliable inference with clustered data has received a great deal of attention in recent years. The overwhelming majority of this research assumes that the cluster structure is known. This assumption is very strong, because there are often several possible ways in which a dataset could be...
Persistent link: https://www.econbiz.de/10012431071
Saved in:
Cover Image
Testing for the appropriate level of clustering in linear regression models
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2020
Reliable inference with clustered data has received a great deal of attention in recent years. The overwhelming majority of this research assumes that the cluster structure is known. This assumption is very strong, because there are often several possible ways in which a dataset could be...
Persistent link: https://www.econbiz.de/10012201366
Saved in:
Cover Image
Wild Bootstrap and Asymptotic Inference with Multiway Clustering
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2020
Persistent link: https://www.econbiz.de/10012317779
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