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Publications
  • November 2012
  • Article
  • 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
  • Format:Print
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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

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.)
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About The Authors

Samuel G. Hanson

Finance
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Adi Sunderam

Finance
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More from the Authors

    • January 2021
    • American Economic Review

    Using Models to Persuade

    By: Joshua Schwartzstein and Adi Sunderam
    • 2020
    • Faculty Research

    Rate-Amplifying Investor Demand and the Excess Sensitivity of Long-Term Interest Rates

    By: Samuel G. Hanson, David O. Lucca and Jonathan H. Wright
    • Fall 2020
    • Brookings Papers on Economic Activity

    Business Credit Programs in the Pandemic Era

    By: Samuel Gregory Hanson, Adi Sunderam, Jeremy C. Stein and Eric Zwick
More from the Authors
  • Using Models to Persuade By: Joshua Schwartzstein and Adi Sunderam
  • Rate-Amplifying Investor Demand and the Excess Sensitivity of Long-Term Interest Rates By: Samuel G. Hanson, David O. Lucca and Jonathan H. Wright
  • Business Credit Programs in the Pandemic Era By: Samuel Gregory Hanson, Adi Sunderam, Jeremy C. Stein and Eric Zwick
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