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.
The program files require a working copy of GAUSS 18+. Many can be run on earlier versions with some small revisions.
The data used in the blog is contained in on file:
- apples_cluster.dat - This file contains the hypothetical apple production data used in the blog.
Three program files are included:
- clusterse_blog - This file contains the cluster-robust standard errors example found in the blog.