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GAUSS blog: Cluster-robust standard errors

This code accompanies the Aptech blog Apples to Apples: The case for cluster-robust standard errors which was published on 12/10/2018.

Getting Started

Prerequisites

The program files require a working copy of GAUSS 18+. Many can be run on earlier versions with some small revisions.

Data

The data used in the blog is contained in on file:

  1. apples_cluster.dat - This file contains the hypothetical apple production data used in the blog.

Example files

Three program files are included:

  1. clusterse_blog - This file contains the cluster-robust standard errors example found in the blog.

Authors

Erica Clower
Aptech Systems, Inc
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