Publications
Publications
- November 2012
- Review of Economics and Statistics
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
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.)
