Questions tagged [clustered-standard-errors]

Clustered standard errors represent the version of the general sandwich variance estimator that correct for (potential) grouping of the observations, e.g., repeated measurements clustered within an individual, or individuals clustered within a hierarchy level (geographical region, educational institution, etc.).

Filter by
Sorted by
Tagged with
3
votes
1answer
396 views

Resampling and Huber-White

I'm trying to implement the "Free Step-Down Resampling Method" described by Westfall and Young in "Resampling-Based Multiple Testing" (algorithm ~2.8 in the text). My goal is to perform a multivariate ...
12
votes
1answer
9k views

OLS with clustered standard errors vs. multilevel modeling when the main interest is at the individual level [duplicate]

Possible Duplicate: Under what conditions should one use multilevel/hierarchical analysis? I have been reading various papers dealing with multilevel analysis, and to be honest, I am still ...
3
votes
1answer
8k views

Minimum cluster size requirements? Minimum sample size requirements for clustered standard errors?

I have a sample with little over 100 observations and 50 clusters, one quarter of which have only one observation. Is it correct to calculate clustered standard errors in a linear regression that uses ...
35
votes
4answers
47k views

Standard error clustering in R (either manually or in plm)

I am trying to understand standard error "clustering" and how to execute in R (it is trivial in Stata). In R I have been unsuccessful using either plm or writing my ...
8
votes
1answer
4k views

Clustered standard errors and multi-level models

Stata allows estimating clustered standard errors in models with fixed effects but not in models random effects? Why is this? By clustered standard errors, I mean clustering as done by stata's ...

1 2 3
4