نتایج جستجو برای: standard errors

تعداد نتایج: 642047  

Journal: :The Stata Journal: Promoting communications on statistics and Stata 2007

Journal: :Econometrics 2022

In linear regression analysis, the estimator of variance coefficients should take into account clustered nature data, if present, since using standard textbook formula will in that case lead to a severe downward bias errors. This idea cluster-robust (CRVE) generalizes clusters classical heteroskedasticity-robust estimator. Its justification is asymptotic number clusters. Although an improvement...

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