The Variance of Non-Parametric Treatment Effect Estimators in the Presence of Clustering
Author(s) -
Samuel Hanson,
Adi Sunderam
Publication year - 2011
Publication title -
the review of economics and statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 8.999
H-Index - 165
eISSN - 1530-9142
pISSN - 0034-6535
DOI - 10.1162/rest_a_00211
Subject(s) - estimator , nonparametric statistics , cluster analysis , variance (accounting) , matching (statistics) , econometrics , statistics , parametric statistics , mathematics , computer science , economics , accounting
Nonparametric 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 nonparametric estimators, including the simple matching estimator, in the presence of clustering. Software for implementing our variance estimator is available in Stata.
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