I'm trying to figure out how to calculate clustered standard errors via boostrap when the clusters are nested. I know that when there is a single level of clustering, you sample at the cluster level rather than at the individual level. Any idea what you do when there are multiple nested levels?

I'm trying to figure out how to calculate clustered standard errors via boostrap when the clusters are nested. I know that when there is a single level of clustering, you sample at the cluster level rather than at the individual level. Any idea what you do when there are multiple nested levels?

To be more concrete, let's say I'm analyzing student performance and I have country-level data. In this context, I may want to cluster by state, city, and school.