Construct · 1 fields · 1 citations

cluster-robust standard errors: a standalone construct

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Econometrics

standard errors that allow correlated errors within groups, avoiding overconfident inference when observations cluster.

In econometrics, cluster-robust standard errors refers to standard errors that allow correlated errors within groups, avoiding overconfident inference when observations cluster. This meaning comes from Cameron (2015) in Journal of Human Resources.[1]

Unit
Recovery means
Measured by

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Nearby constructs

cluster4 fields · 4 citationsjingle · one word, four constructs inference3 fields · 5 citationsjingle · one word, three constructs

References

Cameron, A. C., & Miller, D. L. (2015). A Practitioner’s Guide to Cluster-Robust Inference. Journal of Human Resources, 50(2), 317-372. https://doi.org/10.3368/jhr.50.2.317

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