The DOI matches its Crossref record; 81 of the 83 references it cites were found in a registry or an index.
A Practitioner’s Guide to Cluster-Robust Inference
Abstract
We consider statistical inference for regression when data are grouped into clusters, with regression model errors independent across clusters but correlated within clusters. Examples include data on individuals with clustering on village or region or other category such as industry, and state-year differences-in-differences studies with clustering on state. In such settings default standard errors can greatly overstate estimator precision. Instead, if the number of clusters is large, statistical inference after OLS should be based on cluster-robust standard errors. We outline the basic method as well as many complications that can arise in practice. These include cluster-specific fixed efects, few clusters, multi-way clustering, and estimators other than OLS.
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Claims other papers make about this one
Each is checked against this paper’s own text: does it say what the citing paper says it does?
The source backs part of the claim, not all of it — or backs it for a different population, condition or comparison.
In the citing paper
“This type of standard errors ensures valid inference even when certain model assumptions are violated.”
From Play Favorites: A Statistical Method to Measure Self-Bias in LLM-as-a-Judge (2025) · cites this paper as Cameron and Miller, 2015
Experimental — accuracy not yet measured
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
(2001) · RePEc: Research Papers in Economics · Cited by 27,577
A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
White, H. (1980) · Econometrica · doi:10.2307/1912934 · Cited by 25,861
Longitudinal data analysis using generalized linear models
LIANG, K.-Y., & ZEGER, S. L. (1986) · Biometrika · doi:10.1093/biomet/73.1.13 · Cited by 18,550
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix
Newey, W. K., & West, K. D. (1986) · National Bureau of Economic Research · doi:10.3386/t0055 · Cited by 12,682
Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
Petersen, M. A. (2008) · Review of Financial Studies · doi:10.1093/rfs/hhn053 · Cited by 10,804
How Much Should We Trust Differences-in-Differences Estimates?
Bertrand, M., Duflo, E., & Mullainathan, S. (2004) · The Quarterly Journal of Economics · doi:10.1162/003355304772839588 · Cited by 10,641
Mostly Harmless Econometrics: An Empiricist's Companion
Angrist, J. D., & Pischke, J.-S. (2009) · doi:10.1515/9781400829828 · Cited by 9,467
Microeconometrics: Methods and Applications
Cameron, A. C., & Trivedi, P. K. (2005) · doi:10.1017/cbo9780511811241 · Cited by 8,092
Self-citationTesting for Weak Instruments in Linear IV Regression
Stock, J. H., & Yogo, M. (2005) · Identification and Inference for Econometric Models · doi:10.1017/cbo9780511614491.006 · Cited by 7,211
Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data
Driscoll, J. C., & Kraay, A. C. (1998) · Review of Economics and Statistics · doi:10.1162/003465398557825 · Cited by 6,865
Research works printed but not linked: 8
- Andrews, Donald W. K. and James H. Stock. 2007. 'Inference with Weak Instruments.' In Advances in Economics and Econometrics, Theory and Applications: Ninth World Congress of the Econometric Society , Vol. III, ed. Richard Blundell, Whitney K. Newey, and T. Persson, 122-173, Cambridge: Cambridge University Press.
- Arellano, Manuel 1987. 'Computing Robust Standard Errors for Within-Group Estimators.' Oxford Bulletin of Economics and Statistic 49(4): 431-434.
- Baum, Christopher F., Mark E. Schaffer, Steven Stillman. 2007. 'Enhanced Routines for Instrumental Variables/GMM Estimation and Testing.' The Stata Journal 7(4): 465-506.
- Hansen, Christian. 2007b. 'Generalized Least Squares Inference in Panel and Multi-level Models with Serial Correlation and Fixed Effects.' Journal of Econometrics 141(2): 597-620.
- Kish, Leslie. 1965. Survey Sampling. New York: John Wiley.
- Kish, Leslie, and Martin R. Frankel. 1974. 'Inference from Complex Surveys with Discussion.' Journal Royal Statistical Society B 36(1): 1-37.
- McCaffrey, Daniel F., Bell, Robert M., and Carsten H. Botts. 2001. 'Generalizations of Bias Reduced Linearization.' Proceedings of the Survey Research Methods Section , American Statistical Association.
- Thompson, Samuel. 2006. 'Simple Formulas for Standard Errors that Cluster by Both Firm and Time.' SSRN paper. http://ssrn.com/abstract=914002.
Cited by
Sorted by citations
The spread of true and false news online
Vosoughi, S., Roy, D., & Aral, S. (2018) · Science · doi:10.1126/science.aap9559 · Cited by 8,847
Designing Difference in Difference Studies: Best Practices for Public Health Policy Research
Wing, C., Simon, K., & Bello-Gomez, R. A. (2018) · Annual Review of Public Health · doi:10.1146/annurev-publhealth-040617-013507 · Cited by 1,470
Corporate immunity to the COVID-19 pandemic
Ding, W., Levine, R., Lin, C., & Xie, W. (2021) · Journal of Financial Economics · doi:10.1016/j.jfineco.2021.03.005 · Cited by 1,484
“3 Following Petersen (2009) , Thompson (2011) and Cameron and Miller (2015) , we cluster by country (61 countries) and use a full set of”
When Should You Adjust Standard Errors for Clustering?
Abadie, A., Athey, S., Imbens, G. W., & Wooldridge, J. M. (2022) · The Quarterly Journal of Economics · doi:10.1093/qje/qjac038 · Cited by 1,460
When Should You Adjust Standard Errors for Clustering?
Abadie, A., Athey, S. C., Imbens, G. W., & Wooldridge, J. M. (2017) · National Bureau of Economic Research · doi:10.3386/w24003 · Cited by 1,409
Metadata
- Authors
- Colin Cameron, A., & Miller, D. L.
- ORCID
- Miller, Douglas L.
- Venue
- Journal of Human Resources
- Publisher
- University of Wisconsin Press
- Published
- 2015
- Volume
- 50
- Issue
- 2
- Pages
- 317-372
- ISSN
- 0022-166X (ISSN-L)
- 1548-8004
- OpenAlex
- W2118836230
- Cited by
- 5,037
- References
- 83
- Citations by year
- 2026: 992 · 2025: 497 · 2024: 370 · 2023: 385 · 2022: 445 · 2021: 436 · 2020: 425 · 2019: 358 · 2018: 396 · 2017: 344 · 2016: 225 · 2015: 115
- FWCI
- 321.44
- Type
- journal article
- Language
- en
- Open access
- closed
- Locations
- The Journal of Human Resources (publishedVersion)
- Project Muse (Johns Hopkins University) (submittedVersion)
- eScholarship (California Digital Library) (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 Bayesian Inference
- Keywords
- cluster-robust standard errors, clustered data, intra-cluster correlation, regression inference, ordinary least squares, estimator precision
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
