Clustered standard errors in Stata

By A. Nichols, Mark E. Schaffer. 2007

70 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/eafe66780cbe68d6652ba681f45311b6b29e9a41

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Citations in the corpus

• A comprehensive study of life course, cohort, and period effects on changes in travel mode use (2013, background): “However, the clusterrobust standard error estimator converges to the true standard error as the number of clusters (not the number of observations) approaches infinity (Kézdi, 2004; Nichols and Schaffer, 2007).”
• The diminishing signaling value of patents between early rounds of venture capital financing (2014, background): “If such influences do exist, the assumption of independence across observations for firms in the same state may be violated (Nichols and Schaffer, 2007; Stimson, 1985).”
• Gendered travel mode choice: a focus on car deficient households (2012, unknown): “The estimates are less efficient, and, similar to OLS, the standard errors may be too small when the number of clusters is finite (Wooldridge, 2003; Nichols and Schaffer, 2007).”