|
Article
| Review of Economics and Statistics
| Forthcoming
The Variance of Non-Parametric Treatment Effect Estimators in the Presence of Clustering
by
Samuel G. Hanson and Adi Sunderam
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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: Software;
Mathematical Methods;