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When Should You Adjust Standard Errors for Clustering?

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NBER2017-11-01 更新2025-01-04 收录
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https://www.nber.org/papers/w24003
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In empirical work in economics it is common to report standard errors that account for clustering of units. Typically, the motivation given for the clustering adjustments is that unobserved components in outcomes for units within clusters are correlated. However, because correlation may occur across
创建时间:
2017-11-01
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