When Should You Adjust Standard Errors for Clustering?
When Should You Adjust Standard Errors for Clustering?
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English
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Clustered standard errors, with clusters defined by factors such as geography, are widespread in empirical research in economics and many other disciplines. Formally, clustered standard errors adjust for the correlations induced by sampling the outcome variable from a data-generating process with unobserved cluster-level components. However, the st...
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When Should You Adjust Standard Errors for Clustering?
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TN_cdi_crossref_primary_10_1093_qje_qjac038
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_1093_qje_qjac038
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0033-5533
E-ISSN
1531-4650
DOI
10.1093/qje/qjac038