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A SAS macro for estimation and inference in differences-in-differences applications with within cluster correlation and cluster-corrections for a few clusters

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  • Nicolas Moreau

    (CEMOI - Centre d'Économie et de Management de l'Océan Indien - UR - Université de La Réunion)

Abstract

This paper presents a SAS macro written for estimation and inference in differences-indifferences applications with clustering. Cluster robust variance estimators for within-group error correlation are implemented. Finite cluster-corrections for a few clusters are also performed.

Suggested Citation

  • Nicolas Moreau, 2018. "A SAS macro for estimation and inference in differences-in-differences applications with within cluster correlation and cluster-corrections for a few clusters," Working Papers hal-01691476, HAL.
    • Handle: RePEc:hal:wpaper:hal-01691476
    Note: View the original document on HAL open archive server: https://hal.science/hal-01691476
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    References listed on IDEAS

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    1. Guido W. Imbens & Michal Kolesár, 2016. "Robust Standard Errors in Small Samples: Some Practical Advice," The Review of Economics and Statistics, MIT Press, vol. 98(4), pages 701-712, October.
    2. repec:clg:wpaper:2013-20 is not listed on IDEAS
    3. A. Colin Cameron & Douglas L. Miller, 2015. "A Practitioner’s Guide to Cluster-Robust Inference," Journal of Human Resources, University of Wisconsin Press, vol. 50(2), pages 317-372.
    4. Timothy G. Conley & Christopher R. Taber, 2011. "Inference with "Difference in Differences" with a Small Number of Policy Changes," The Review of Economics and Statistics, MIT Press, vol. 93(1), pages 113-125, February.
    5. Matthew D. Webb, 2023. "Reworking wild bootstrap‐based inference for clustered errors," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 56(3), pages 839-858, August.
    6. Hansen, Christian B., 2007. "Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects," Journal of Econometrics, Elsevier, vol. 140(2), pages 670-694, October.
    Full references (including those not matched with items on IDEAS)

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