Tag Archives: standard errors

Clustered Standard Errors in STATA

In STATA clustered standard errors are obtained by adding the option cluster(variable_name) to your regression, where variable_name specifies the variable that defines the group / cluster in your data. The summary output will return clustered standard errors. Here is the syntax:  regress … Continue reading

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Clustered Standard Errors in R

The easiest way to compute clustered standard errors in R is the modified summary(). I added an additional parameter, called cluster, to the conventional  summary() function. This parameter allows to specify a variable that defines the group / cluster in your data. The … Continue reading

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Example data – Clustered Standard Errors

The following R script creates an example dataset to illustrate the application of clustered standard errors. You can download the dataset here. The script creates a dataset with a specific number of student test results. Individual students are identified via … Continue reading

Posted in Computing and Others, Econometrics | Tagged , , , | 2 Comments