Robust Standard Errors in Small Samples: Some Practical Advice

By Guido W. Imbens, Michael J. Kolesar. 2016

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In Statistics and Probability

Citations in the corpus

The Econometrics of Randomized Experiments (2016, background): “See Imbens and Kolesar (2015) and Young (2016) for recent discussions with illustrations how the distribution of the covariates matters for the standard errors.”
Asymptotic theory for clustered samples (2019, unknown): “The case with estimated mean (22) immediately follows from (23) and Theorem 5.”
Randomization Tests Under an Approximate Symmetry Assumption (2017, background): “Imbens and Kolesar (2012) propose an alternative degrees of freedom correction for BRL.”
Understanding and misunderstanding randomized controlled trials (2016, unknown): “difficult it will be to identify just what a psychological therapy consists of; Kramer and Stiles (2015) treat the ‘responsiveness’ problem of categorizing therapist responses to emerging context; and there has been a lively debate about whether cognitive mechanisms of change are responsible for the”
Wild Bootstrap and Asymptotic Inference With Multiway Clustering (2019, methodology): “Restricted studentized bootstrap confidence intervals that usually have better finite-sample properties can be obtained by inverting equal-tail bootstrap tests based on WR or WCR, as discussed in Hansen (1999) and MacKinnon (2015).”
Small-Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models (2016, methodology): “Consequently, Tipton (2015) and Imbens and Kolesar (2016) argued that t-tests based on CRVE should routinely use the CR2 variance estimator and the Satterthwaite degrees of freedom, even when m appears to be large.”
Dominant Currency Paradigm (2020, unknown): “95% condence intervals clustered by country and corrected for small number of clusters using “LZ2-BM” method of Imbens and Kolesár (2016). *** p<0.”