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Re: Clustered Standard Errors [message #22292 is a reply to message #22281]

Wed, 24 February 2021 08:09

analyst_till
Messages: 10
Registered: January 2021

Member

Thanks a lot!

I have a last concluding question: Since we discussed the clustering of standard errors here, I was confused about how the svy-adjustments directly relate to the clustering of standard errors? In this thread above, you mentioned that one can make cluster adjustments either via svy or via "reg, cluster(v021)". Could you tell me which part of "svyset" defines that I will cluster SEs at a certain level, is it "svyset PSU...." Or the "singleunit(centered)" option at the end?

Here, since I am working with repeated cross-sectional data over several years, you recommended to include a grouped PSU variable, namely "egen cluster_ID = group(v001 survey)".
Does this mean that I cluster standard errors at PSU-level, or at the PSU-time level (since I interact PSU with survey) here? And if yes, does it always has to be the PSU-time level at which I cluster standard errors?

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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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