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On Using The Two-Way Cluster-Robust Standard Errors

Harold D Chiang, Yuya Sasaki

arXiv 31 Jan 2023 · Econometrics · 4 citations (OpenAlex)

arXiv:2301.13775 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Thousands of papers have reported two-way cluster-robust (TWCR) standard errors. However, the recent econometrics literature points out the potential non-gaussianity of two-way cluster sample means, and thus invalidity of the inference based on the TWCR standard errors. Fortunately, simulation studies nonetheless show that the gaussianity is rather common than exceptional. This paper provides theoretical support for this encouraging observation. Specifically, we derive a novel central limit theorem for two-way clustered triangular arrays that justifies the use of the TWCR under very mild and interpretable conditions. We, therefore, hope that this paper will provide a theoretical justification for the legitimacy of most, if not all, of the thousands of those empirical papers that have used the TWCR standard errors. We provide a guide in practice as to when a researcher can employ the TWCR standard errors.

Citation extraction

27
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appendix boundary found by appendix_command · 57% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Menzel, K (2021) Bootstrap with cluster-dependence in two or more dimensions1.00083100%
2Cameron, C. A., J. B. Gelbach, and D. L. Miller (2011) Robust inference with multiway clustering1.00073100%
3Thompson, S. B (2011) Simple formulas for standard errors that cluster by both firm and time1.00073100%
4Davezies, L., X. D'Haultfuille, and Y. Guyonvarch (2021) Empirical process results for exchangeable arrays1.00063100%
5Khashimov, S. A (1989) b): On the limit distribution of a two-sample von Mises functional with variable kernel0.8746367%
6Bickel, P. J., A. Chen, and E. Levina (2011) The method of moments and degree distributions for network models0.84333100%
7Hall, P (1984) Central limit theorem for integrated square error of multivariate nonparametric density estimators0.7373367%
8Eubank, R. and S. Wang (1999) A central limit theorem for the sum of generalized linear and quadratic forms0.73732100%
9Graham, B. S., F. Niu, and J. L. Powell (2022) Kernel density estimation for undirected dyadic data0.73732100%
10Graham, B. S (2022) Sparse network asymptotics for logistic regression under possible misspecification, Tech0.58531100%

Showing the top 10 of 32 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Clustering with Potential Multidimensionality: Inference and Practice0.64422
2Multiway empirical likelihood0.40511
3Asymptotic Theory for Two-Way Clustering0.40511
4Normal Approximation for U-Statistics with Cross-Sectional Dependence0.40511
5Analytic inference with two-way clustering0.40511