Clustered Standard Errors With (Too) Few Clusters
Published:
A simulation of 95% confidence interval coverage under regular, cluster-robust, CR2/Satterthwaite, and wild cluster bootstrap inference, as the number of clusters shrinks from 50 to 2.
Posts by Tags
bootstrap
clustered standard errors
Clustered Standard Errors With (Too) Few Clusters
Published:
A simulation of 95% confidence interval coverage under regular, cluster-robust, CR2/Satterthwaite, and wild cluster bootstrap inference, as the number of clusters shrinks from 50 to 2.
econometrics
Clustered Standard Errors With (Too) Few Clusters
Published:
A simulation of 95% confidence interval coverage under regular, cluster-robust, CR2/Satterthwaite, and wild cluster bootstrap inference, as the number of clusters shrinks from 50 to 2.
Demo of Synthetic Control Method (a Replication)
Published:
In this post, I have two objectives. First, I am going to walk through a basic demonstration of the synthetic control method. Second, I am going to report a simple replication of the basic results in a recently published paper, in the Proceedings of the National Academy of Sciences:
Logistic Regression and the Incidental Parameters Problem
Published:
This is the first in a series of posts in which I’ll discuss basic issues in econometric analysis, and common pitfalls. I will demonstrate the issues intuitively, and concretely, via simulation. Hopefully by providing this code, anyone who comes across the material can see and play with it themselves to better understand the issues. All simulations will be conducted in R.
endogeneity
Logistic Regression and the Incidental Parameters Problem
Published:
This is the first in a series of posts in which I’ll discuss basic issues in econometric analysis, and common pitfalls. I will demonstrate the issues intuitively, and concretely, via simulation. Hopefully by providing this code, anyone who comes across the material can see and play with it themselves to better understand the issues. All simulations will be conducted in R.
logistic
Logistic Regression and the Incidental Parameters Problem
Published:
This is the first in a series of posts in which I’ll discuss basic issues in econometric analysis, and common pitfalls. I will demonstrate the issues intuitively, and concretely, via simulation. Hopefully by providing this code, anyone who comes across the material can see and play with it themselves to better understand the issues. All simulations will be conducted in R.
replication
Demo of Synthetic Control Method (a Replication)
Published:
In this post, I have two objectives. First, I am going to walk through a basic demonstration of the synthetic control method. Second, I am going to report a simple replication of the basic results in a recently published paper, in the Proceedings of the National Academy of Sciences:
simulation
Clustered Standard Errors With (Too) Few Clusters
Published:
A simulation of 95% confidence interval coverage under regular, cluster-robust, CR2/Satterthwaite, and wild cluster bootstrap inference, as the number of clusters shrinks from 50 to 2.
synthetic control
Demo of Synthetic Control Method (a Replication)
Published:
In this post, I have two objectives. First, I am going to walk through a basic demonstration of the synthetic control method. Second, I am going to report a simple replication of the basic results in a recently published paper, in the Proceedings of the National Academy of Sciences: