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- W3095883388 abstract "wcbregress estimates a linear regression model with clustered errors and provides accurate inference either when cluster number is large or small, using the method proposed in Cameron, A. C., Gelbach, J. B., & Miller, D. L. (2008), Bootstrap-based improvements for inference with clustered errors. The Review of Economics and Statistics. The command provides the results from OLS estimation and inferences using the wild cluster bootstrap standard error procedure discussed in section 3.2 of Colin et al(2008). The inference is valid under standard modeling assumptions. In most cases, it requires the cluster number to be large enough (i.e., greater than 30). For the data with fewer clusters, this command also provides a more accurate inference using the bootstrap-t procedure shown in section 3.3 of Colin et al.(2008)." @default.
- W3095883388 created "2020-11-09" @default.
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- W3095883388 date "2020-01-01" @default.
- W3095883388 modified "2023-09-23" @default.
- W3095883388 title "WCBREGRESS: Stata module to estimate a Linear Regression Model with Clustered Errors Using the Wild Cluster Bootstrap Standard Errors" @default.
- W3095883388 hasPublicationYear "2020" @default.
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