arXiv 4 Sep 2023 · Econometrics · 1 citations (OpenAlex)
arXiv:2309.01658 · PDF · DOI · OpenAlex · Extracted main text
This paper extends the design-based framework to settings with multi-way cluster dependence, and shows how multi-way clustering can be justified when clustered assignment and clustered sampling occurs on different dimensions, or when either sampling or assignment is multi-way clustered. Unlike one-way clustering, the plug-in variance estimator in multi-way clustering is no longer conservative, so valid inference either requires an assumption on the correlation of treatment effects or a more conservative variance estimator. Simulations suggest that the plug-in variance estimator is usually robust, and the conservative variance estimator is often too conservative.
appendix boundary found by appendix_command · 51% of the source is main text. Read the extracted text to check this.
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.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Yap, L (2023) General Conditions for Valid Inference in Multi-Way Clustering self | 0.843 | 5 | 3 | 60% |
| 2 | Abadie, A., S. Athey, G. W. Imbens, and J. M. Wooldridge (2023) When should you adjust standard errors for clustering? | 0.811 | 4 | 2 | 100% |
| 3 | Davezies, L., X. D'Haultfoeuille, and Y. Guyonvarch (2018) Asymptotic results under multiway clustering | 0.737 | 3 | 2 | 100% |
| 4 | Cameron, A. C., J. B. Gelbach, and D. L. Miller (2011) Robust inference with multiway clustering | 0.644 | 2 | 2 | 100% |
| 5 | Gruber, J. and B. C. Madrian (1995) Health Insurance Availability and the Retirement Decision | 0.644 | 2 | 2 | 100% |
| 6 | Hersch, J (1998) Compensating differentials for gender-specific job injury risks | 0.644 | 2 | 2 | 100% |
| 7 | Liang, K.-Y. and S. L. Zeger (1986) Longitudinal data analysis using generalized linear models | 0.644 | 2 | 2 | 100% |
| 8 | Nunn, N. and L. Wantchekon (2011) The slave trade and the origins of mistrust in Africa | 0.644 | 2 | 2 | 100% |
| 9 | Abadie, A., S. Athey, G. W. Imbens, and J. M. Wooldridge (2020) Sampling-Based versus Design-Based Uncertainty in Regression Analysis | 0.405 | 1 | 1 | 100% |
| 10 | Eicker, F (1967) Limit theorems for regressions with unequal and dependent errors, in | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 13 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Asymptotic Theory for Two-Way Clustering | 0.405 | 1 | 1 |