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Re: Clustered Standard Errors [message #22269 is a reply to message #22242]

Mon, 22 February 2021 09:50

analyst_till
Messages: 10
Registered: January 2021

Member

Thanks again for the answer.

Indeed, when I try to run districts instead of clusters in the "svyset" framework, STATA is giving me missings for the F-statistics.

To sum up my issue: I have districts as groups and clusters as PSUs in my framework. I also understood from the literature that one should first of all cluster SE at the PSU-level, corresponding to the survey design.
But is it not an issue to cluster standard errors at another (lower) level than the groups that I use in my diff-in-diff?

May I finally ask, how you would proceed in this case? I read your abovementioned paper about the SMGL in Uganda and if I am not wrong you also compare changes in districts over time. So, I guess you clustered SEs at the PSU-level here and this is in general a valid approach to proceed (although groups are districts) ?

Thanks a lot for your time!
Till

[Updated on: Mon, 22 February 2021 14:29]

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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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