IDEAS home Printed from https://ideas.repec.org/a/tsj/stataj/v23y2023i1p119-147.html
   My bibliography  Save this article

acreg: Arbitrary correlation regression

Author

Listed:
  • Fabrizio Colella

    (University College London)

  • Rafael Lalive

    (HEC Lausanne)

  • Seyhun Orcan Sakalli

    (King’s College London)

  • Mathias Thoenig

    (HEC Lausanne)

Abstract

We present acreg, a new command that implements the arbitrary clustering correction of standard errors proposed in Colella et al. (2019, IZA dis- cussion paper 12584). Arbitrary here refers to the way observational units are correlated with each other: we impose no restrictions so that our approach can be used with a wide range of data. The command accommodates both cross-sectional and panel databases and allows the estimation of ordinary least-squares and two- stage least-squares coefficients, correcting standard errors in three environments: in a spatial setting using units’ coordinates or distance between units, in a network setting starting from the adjacency matrix, and in a multiway clustering frame- work taking multiple clustering variables as input. Distance and time cutoffs can be specified by the user, and linear decays in time and space are also optional.

Suggested Citation

  • Fabrizio Colella & Rafael Lalive & Seyhun Orcan Sakalli & Mathias Thoenig, 2023. "acreg: Arbitrary correlation regression," Stata Journal, StataCorp LP, vol. 23(1), pages 119-147, March.
    • Handle: RePEc:tsj:stataj:v:23:y:2023:i:1:p:119-147
    DOI: 10.1177/1536867X231162031
    Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj23-1/st0703/
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1177/1536867X231162031
    Download Restriction: no
    File URL: https://libkey.io/10.1177/1536867X231162031?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Valeria Merlo & Andreas Schanbacher & Georg U. Thunecke & Georg Wamser, 2024. "Identifying Tax-Setting Responses From Local Fiscal Policy Programs," Working Papers tax-mpg-rps-2023-23, Max Planck Institute for Tax Law and Public Finance.
    2. Gay, Victor & Dazey, Margot, 2024. "The Mosque Nearby: Visible Minorities and Far-Right Support in France," IAST Working Papers 24-164, Institute for Advanced Study in Toulouse (IAST).
    3. Fadare, Olusegun & Srinivasan, Chittur & Zanello, Giacomo, 2024. "Livestock diversification mitigates the impact of farmer-herder conflicts on animal-source foods consumption in Nigeria," Food Policy, Elsevier, vol. 122(C).
    4. Silva, José Maria Cardoso & Araujo, Leonardo Schultz & Torres, Roger Rodrigues & Barbosa, Luis Claudio Fernandes, 2024. "The sustainability of development pathways and climate change vulnerability in the Americas," Ecological Economics, Elsevier, vol. 220(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tsj:stataj:v:23:y:2023:i:1:p:119-147. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum or Lisa Gilmore (email available below). General contact details of provider: http://www.stata-journal.com/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.