Statistics Made Easy 5.7: Robust and Clustered Standard Errors
Автор: Statistics Made Easy
Загружено: 2024-05-25
Просмотров: 3402
In this video, I explain the difference between robust and clustered standard errors, when to use them, and how to implement them in Stata. I also discuss the assumptions of homoscedasticity and independent observations, and what happens when these assumptions are violated.
For additional background reading on clustered standard errors, I recommend these papers:
1) https://doi.org/10.1016/j.jeconom.202...
2) https://doi.org/10.1016/j.jeconom.202...
3) https://doi.org/10.1093/qje/qjac038
Remember, the official Stata help files (type "help [command]" in the Stata command line) and the Stata forum (statalist.org) offer valuable support. Additionally, search engines (e.g., Google and Bing) and artificial intelligence tools (e.g., ChatGPT and Gemini) can assist you in finding the code you need.
You can download the datasets, additional explanations, and the Stata "Do Files" for the tutorial by following this link:
https://drive.google.com/drive/folder...
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