Cited by 100Advanced Causal Inference TechniquesSpatial and Panel Data AnalysisStatistical Methods and Inference

Inference with few heterogeneous clusters

Ibragimov, Rustam, Müller, Ulrich K.·2016·Review of Economics and Statistics

Abstract

Suppose estimating a model on each of a small number of potentially heterogeneous clusters yields approximately independent, unbiased, and Gaussian parameter estimators. We make two contributions in this setup. First, we show how to compare a scalar parameter of interest between treatment and control units using a two-sample t-statistic, extending previous results for the one-sample t-statistic. Second, we develop a test for the appropriate level of clustering; it tests the null hypothesis that clustered standard errors from a much finer partition are correct. We illustrate the approach by revisiting empirical studies involving clustered, time series, and spatially correlated data.

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Crossref · 10.1162/rest_a_00545

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  • Canay, Romano and Shaikh (2017), Ibragimov and Müller (2016), Hagemann (2021), and Chernozhukov, Wüthrich and Zhu (2021) propose procedures that relax distributional assumptions about common shocks and accommodate richer heterogeneity.

    “Canay, Romano and Shaikh (2017), Ibragimov and Müller (2016), Hagemann (2021), and Chernozhukov, Wüthrich and Zhu (2021) respectively propose permutation-based, t -test based, adjusted permutation-based, and conformal inference-based procedures that allow one to relax distributional assumptions about common shocks and accommodate richer forms of heterogeneity.”

    From What's trending in difference-in-differences? A synthesis of the recent econometrics literature (2023) · cites this paper as Ibragimov and Müller (2016)

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Authors
Ibragimov, R., & Müller, U. K.
Affiliations
  • Imperial College London (GB)
  • Princeton University (US)
Venue
Review of Economics and Statistics
Published
2016-03
Volume
98
Issue
1
Pages
83-96
ISSN
  • 0034-6535 (ISSN-L)
  • 1530-9142
OpenAlex
W1942265867
Cited by
99
References
47
Citations by year
2026: 6 · 2025: 7 · 2024: 5 · 2023: 15 · 2022: 9 · 2021: 9 · 2020: 13 · 2019: 10 · 2018: 9 · 2017: 8 · 2016: 5 · 2015: 2 · 2014: 1
FWCI
7.14
Type
journal article
Language
en
Open access
closed
Locations
  • The Review of Economics and Statistics (publishedVersion)
  • RePEc: Research Papers in Economics (submittedVersion)
  • Spiral (Imperial College London) (submittedVersion)
Topics
  • Physical Sciences › Mathematics › Statistics and Probability › Advanced Causal Inference Techniques
  • Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Spatial and Panel Data Analysis
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Inference
Keywords
heterogeneous clusters, clustered standard errors, treatment-control comparison, small number of clusters, time series, spatially correlated data

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