Article | Review of Economics and Statistics | November 2012

The Variance of Non-Parametric Treatment Effect Estimators in the Presence of Clustering

by Samuel G. Hanson and Adi Sunderam

Abstract

Non-parametric estimators of treatment effects are often applied in settings where clustering may be important. We provide a general methodology for consistently estimating the variance of a large class of non-parametric estimators, including the simple matching estimator, in the presence of clustering. Software for implementing our variance estimator is available in Stata.

Keywords: treatment effects; matching estimators; clustering; Software; Mathematical Methods;

Citation:

Hanson, Samuel G., and Adi Sunderam. "The Variance of Non-Parametric Treatment Effect Estimators in the Presence of Clustering." Review of Economics and Statistics 94, no. 4 (November 2012). (Stata and Matlab Code Here.)