Research Methods for Corporate, Securities, and Financial Law
A Practitioner's Guide to Cluster-Robust Inference
A. Colin Cameron and Douglas L. Miller
- Year
- 2015
- Venue
- Journal of Human Resources
- Level
- Advanced
Summary
Explains regression inference when errors may be correlated within clusters. The article covers cluster choice, fixed effects, few-cluster problems, multiway clustering, and extensions beyond ordinary least squares, making it directly useful for panel and policy research.
Citation
A. Colin Cameron and Douglas L. Miller. "A Practitioner's Guide to Cluster-Robust Inference." Journal of Human Resources, 2015.
DOI: 10.3368/jhr.50.2.317
BibTeX
@article{Cameron2015A,
title = {A Practitioner's Guide to Cluster-Robust Inference},
author = {A. Colin Cameron and Douglas L. Miller},
year = {2015},
journal = {Journal of Human Resources},
doi = {10.3368/jhr.50.2.317},
url = {https://doi.org/10.3368/jhr.50.2.317}
}