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Re: Clustered Standard Errors [message #22185 is a reply to message #22173]

Tue, 09 February 2021 12:24

analyst_till
Messages: 10
Registered: January 2021

Member

Thanks for the tips concerning the Strata.

With respect to the districts: Although my unit of analysis is the individual, my identification strategy relies on changes at the district-level. Therefore, I include district fixed effects in my regression framework and as far as I know, these are reflected by "i.district".
Please correct me if I am wrong, but I guess this term is crucial to guarantee that I compare only observations of the same districts over time?
As far as I know, STATA breaks the arising collinearity between i.district and i.treatment by dropping one of the district fixed effects.

Also, I am still a bit confused about the clustered standard errors. According to Duflo et al. 2004, one can tackle the issue of serial correlation in a diff-in-diff by clustering standard errors at group-level, allowing for autocorrelation within the groups.
Since the group/cohort in my panel is district, shouldn't I cluster standard errors at district level?
If standard errors are clustered at PSU-level through "svyset", I would not cluster SE at the level of my cohort.

Is it possible that I have to code?:

svyset districts [pweight=v005], strata(stratum_ID) singleunit(centered)

Sorry if it was not clear, I hope you understand what I mean!
Best,

Till

[Updated on: Tue, 09 February 2021 12:25]

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[Message index]

		Clustered Standard Errors By: cbdolan on Thu, 25 February 2016 13:10
		Re: Clustered Standard Errors By: Bridgette-DHS on Wed, 02 March 2016 11:57
		Re: Clustered Standard Errors By: analyst_till on Wed, 03 February 2021 11:09
		Re: Clustered Standard Errors By: Bridgette-DHS on Fri, 05 February 2021 09:32
		Re: Clustered Standard Errors By: analyst_till on Fri, 05 February 2021 11:01
		Re: Clustered Standard Errors By: Bridgette-DHS on Mon, 08 February 2021 08:17
		Re: Clustered Standard Errors By: analyst_till on Tue, 09 February 2021 05:04
		Re: Clustered Standard Errors By: Bridgette-DHS on Tue, 09 February 2021 08:49
		Re: Clustered Standard Errors By: analyst_till on Tue, 09 February 2021 12:24
		Re: Clustered Standard Errors By: Bridgette-DHS on Wed, 17 February 2021 09:00
		Re: Clustered Standard Errors By: analyst_till on Mon, 22 February 2021 09:50
		Re: Clustered Standard Errors By: Bridgette-DHS on Tue, 23 February 2021 07:08
		Re: Clustered Standard Errors By: analyst_till on Tue, 23 February 2021 12:12
		Re: Clustered Standard Errors By: analyst_till on Wed, 24 February 2021 08:09
		Re: Clustered Standard Errors By: Bridgette-DHS on Wed, 24 February 2021 09:01
		Re: Clustered Standard Errors By: analyst_till on Wed, 24 February 2021 09:42
		Re: Clustered Standard Errors By: Bridgette-DHS on Wed, 24 February 2021 10:09
		Re: Clustered Standard Errors By: analyst_till on Wed, 24 February 2021 10:38
		Re: Clustered Standard Errors By: id709nvz on Thu, 24 March 2022 19:57
		Re: Clustered Standard Errors By: analyst_till on Sat, 26 March 2022 05:30
		Re: Clustered Standard Errors By: id709nvz on Thu, 01 September 2022 12:52

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