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- Title
The Variance of Non-Parametric Treatment Effect Estimators in the Presence of Clustering.
- Authors
Hanson, Samuel G.; Sunderam, Adi
- 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.
- Subjects
CLUSTER analysis (Statistics); METHODOLOGY; COMPUTER software; CROSS-sectional method; MATHEMATICAL models; MATHEMATICAL decomposition; STATISTICAL correlation; MONTE Carlo method; CONFIDENCE intervals; ROBUST statistics
- Publication
Review of Economics & Statistics, 2012, Vol 94, Issue 4, p1
- ISSN
0034-6535
- Publication type
Article
- DOI
10.1162/REST_a_00211