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When Should You Adjust Standard Errors for Clustering?

When Should You Adjust Standard Errors for Clustering?

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_1093_qje_qjac038

When Should You Adjust Standard Errors for Clustering?

About this item

Full title

When Should You Adjust Standard Errors for Clustering?

Journal title

The Quarterly journal of economics, 2023-02, Vol.138 (1), p.1-35

Language

English

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Scope and Contents

Contents

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...

Alternative Titles

Full title

When Should You Adjust Standard Errors for Clustering?

Authors, Artists and Contributors

Identifiers

Primary Identifiers

Record Identifier

TN_cdi_crossref_primary_10_1093_qje_qjac038

Permalink

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_1093_qje_qjac038

Other Identifiers

ISSN

0033-5533

E-ISSN

1531-4650

DOI

10.1093/qje/qjac038

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