Associate Professor of Economics at Carleton University. Interested in statistical inference, empirical micro, and experiments.
May 12, 2022 • 10 tweets • 3 min read
Hey #EconTwitter, do you use clustered standard errors? Do you worry about reliable inference? Our new guide explains when you should worry, when you shouldn't, and how to make better inferences. A joint 🧵 with @jgmQED and @MortenEcon. 1/
We are very excited that our new Journal of Econometrics overview paper: "Cluster-robust inference: A guide to empirical practice" is now #openaccess at: doi.org/10.1016/j.jeco… 2/
James MacKinnon, Morten Nielsen, and I are excited to announce our @Stata package summclust. It is designed to assess the reliability of conventional cluster-robust inference. It also calculates improved standard errors.🧵 1/
For a much more detailed explanation, see the working paper "Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust" arxiv.org/abs/2205.03288 2/
