A SAS macro for estimation and inference in differences-in-differences applications with within cluster correlation and cluster-corrections for a few clusters - Archive ouverte HAL Accéder directement au contenu
Pré-Publication, Document De Travail Année : 2018

A SAS macro for estimation and inference in differences-in-differences applications with within cluster correlation and cluster-corrections for a few clusters

Résumé

This paper presents a SAS macro written for estimation and inference in differences-indifferences applications with clustering. Cluster robust variance estimators for within-group error correlation are implemented. Finite cluster-corrections for a few clusters are also performed.
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Dates et versions

hal-01691476 , version 1 (24-01-2018)

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  • HAL Id : hal-01691476 , version 1

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Nicolas Moreau. A SAS macro for estimation and inference in differences-in-differences applications with within cluster correlation and cluster-corrections for a few clusters. 2018. ⟨hal-01691476⟩
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