| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w24003 |
| 来源ID | Working Paper 24003 |
| When Should You Adjust Standard Errors for Clustering? | |
| Alberto Abadie; Susan Athey; Guido W. Imbens; Jeffrey Wooldridge | |
| 发表日期 | 2017-11-13 |
| 出版年 | 2017 |
| 语种 | 英语 |
| 摘要 | 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 more than one dimension, this motivation makes it difficult to justify why researchers use clustering in some dimensions, such as geographic, but not others, such as age cohorts or gender. This motivation also makes it difficult to explain why one should not cluster with data from a randomized experiment. In this paper, we argue that clustering is in essence a design problem, either a sampling design or an experimental design issue. It is a sampling design issue if sampling follows a two stage process where in the first stage, a subset of clusters were sampled randomly from a population of clusters, and in the second stage, units were sampled randomly from the sampled clusters. In this case the clustering adjustment is justified by the fact that there are clusters in the population that we do not see in the sample. Clustering is an experimental design issue if the assignment is correlated within the clusters. We take the view that this second perspective best fits the typical setting in economics where clustering adjustments are used. This perspective allows us to shed new light on three questions: (i) when should one adjust the standard errors for clustering, (ii) when is the conventional adjustment for clustering appropriate, and (iii) when does the conventional adjustment of the standard errors matter. |
| 主题 | Econometrics ; Estimation Methods |
| URL | https://www.nber.org/papers/w24003 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/581677 |
| 推荐引用方式 GB/T 7714 | Alberto Abadie,Susan Athey,Guido W. Imbens,et al. When Should You Adjust Standard Errors for Clustering?. 2017. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w24003.pdf（235KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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