| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w27609 |
| 来源ID | Working Paper 27609 |
| At What Level Should One Cluster Standard Errors in Paired and Small-Strata Experiments? | |
| Clément de Chaisemartin; Jaime Ramirez-Cuellar | |
| 发表日期 | 2020-08-03 |
| 出版年 | 2020 |
| 语种 | 英语 |
| 摘要 | In clustered paired experiments, randomization units, say villages, are matched into pairs, and one unit of each pair is randomly assigned to treatment. To estimate the treatment effect, researchers often regress their outcome on the treatment and pair fixed effects, clustering standard errors at the unit-of-randomization level. We show that the variance estimator in this regression may be severely downward biased: under constant treatment effect, its expectation equals 1/2 of the true variance. Instead, researchers should cluster at the pair level. Using simulations, we show that those results extend to clustered stratified experiments with few units per strata. |
| 主题 | Econometrics ; Estimation Methods |
| URL | https://www.nber.org/papers/w27609 |
| 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/585281 |
| 推荐引用方式 GB/T 7714 | Clément de Chaisemartin,Jaime Ramirez-Cuellar. At What Level Should One Cluster Standard Errors in Paired and Small-Strata Experiments?. 2020. |
| 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 | ||
| w27609.pdf（632KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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