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The Variance of Non-Parametric Treatment Effect Estimators in the Presence of Clustering

Author

Listed:
  • Samuel G. Hanson

    (Harvard Business School)

  • Adi Sunderam

    (Harvard Business School)

Abstract
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. © 2012 The President and Fellows of Harvard College and the Massachusetts Institute of Technology.

Suggested Citation

  • Samuel G. Hanson & Adi Sunderam, 2012. "The Variance of Non-Parametric Treatment Effect Estimators in the Presence of Clustering," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1197-1201, November.
    • Handle: RePEc:tpr:restat:v:94:y:2012:i:4:p:1197-1201
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    Citations

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    Cited by:

    1. Koch, Nicolas & Basse Mama, Houdou, 2019. "Does the EU Emissions Trading System induce investment leakage? Evidence from German multinational firms," Energy Economics, Elsevier, vol. 81(C), pages 479-492.
    2. Åslund, Olof & Blind, Ina & Dahlberg, Matz, 2017. "All aboard? Commuter train access and labor market outcomes," Regional Science and Urban Economics, Elsevier, vol. 67(C), pages 90-107.
    3. Clements, Tom & Suon, Seng & Wilkie, David S. & Milner-Gulland, E.J., 2014. "Impacts of Protected Areas on Local Livelihoods in Cambodia," World Development, Elsevier, vol. 64(S1), pages 125-134.
    4. Guido W. Imbens & Jeffrey M. Wooldridge, 2009. "Recent Developments in the Econometrics of Program Evaluation," Journal of Economic Literature, American Economic Association, vol. 47(1), pages 5-86, March.
    5. Jeon, Jin Q. & Lee, Cheolwoo, 2015. "A new measure for heated negotiation in the IPO syndicate," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 278-304.
    6. Nikolaj Malchow‐Møller & Jakob Roland Munch & Jan Rose Skaksen, 2019. "Do Foreign Experts Increase the Productivity of Domestic Firms?," Scandinavian Journal of Economics, Wiley Blackwell, vol. 121(2), pages 517-546, April.

    More about this item

    Keywords

    treatment effects; matching estimators; clustering;
    All these keywords.

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models

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