Home » Data » Weighting data » Clustered Standard Errors
Re: Clustered Standard Errors [message #22115 is a reply to message #9278] |
Wed, 03 February 2021 11:09 ![Go to previous message Go to previous message](/theme/default/images/up.png) ![Go to next message Go to previous message](/theme/default/images/down.png) |
analyst_till
Messages: 10 Registered: January 2021
|
Member |
|
|
Dear all,
I am operating a diff-in-diff analysis at the district-level with the Ethiopian DHS surveys of 2000 and 2011 and have a similar issue. Mr. Pullums answer was very helpful, however, I am still wondering about how I can adjust the clustering in the svyset specification.
More precisely, I want to cluster standard errors at the district-level (since this is my pseudo-panel cohort), which is not possible in a "svy:" regression.
If I now regress: "reg y i.post##i.Treatment i.district [pweight=v005], cluster(district)", I can account for weights and cluster standard errors at district level. However, in this case I do not take the stratification into account.
Would it in general also be okay to ignore the stratification in my analysis to be able to cluster SE at district-level?
Or, could you tell if there is a code to directly incorporate the fact that I cluster SE at district level e.g. through?:
svyset cluster_ID [pweight=v005], cluster(district) strata(stratum_ID) singleunit(centered)
Thanks in advance!
|
|
|
Goto Forum:
Current Time: Sat Aug 31 01:27:29 Coordinated Universal Time 2024
|