Robust Inference with Clustered Data

Authored by: A. Colin Cameron , Douglas L. Miller

Handbook of Empirical Economics and Finance

Print publication date:  December  2010
Online publication date:  April  2016

Print ISBN: 9781420070354
eBook ISBN: 9781420070361
Adobe ISBN:


 Download Chapter



In this survey we consider regression analysis when observations are grouped in clusters, with independence across clusters but correlation within clusters. We consider this in settings where estimators retain their consistency, but statistical inference based on the usual cross-section assumption of independent observations is no longer appropriate.

Search for more...
Back to top

Use of cookies on this website

We are using cookies to provide statistics that help us give you the best experience of our site. You can find out more in our Privacy Policy. By continuing to use the site you are agreeing to our use of cookies.