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Re: Clustered Standard Errors [message #22115 is a reply to message #9278]

Wed, 03 February 2021 11:09

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!

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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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