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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; Applications and 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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    Demand-and-Supply Imbalance Risk and Long-Term Swap Spreads

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    Shared Models in Networks, Organizations, and Groups

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    Segmented Arbitrage

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More from the Authors
  • Demand-and-Supply Imbalance Risk and Long-Term Swap Spreads By: Samuel G. Hanson, Aytek Malkhozov and Gyuri Venter
  • Shared Models in Networks, Organizations, and Groups By: Joshua Schwartzstein and Adi Sunderam
  • Segmented Arbitrage By: Emil Siriwardane, Adi Sunderam and Jonathan L. Wallen
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