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  • cluster standard errors

    Hello,

    I understand that when a dependent variable is recorded in different units, you use cluster standard errors (by unit). When some of my independent variables are recorded in different units, would using cluster se be an adequate solution? For example, my X1 is a float but is recorded in different currency. I have a currency variable and other control variables in reghdfe model.

    Thank you!

  • #2
    Hello Soyoung!
    It's not clear what you are asking, because you haven't given much information about your data. Take a look at the Statalist help https://www.statalist.org/forums/help and follow the advice on posting code and data!

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    • #3
      Soyoung Han: You will be able to find an excellent answer to your question in:

      Cameron, A. Colin, and Douglas L. Miller. "A practitioner’s guide to cluster-robust inference." Journal of Human Resources 50.2 (2015): 317-372..https://doi.org/10.3368/jhr.50.2.317
      Last edited by Hong Il Yoo; 27 Mar 2020, 03:50.

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      • #4
        Hong Il Yoo Thank you!

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        • #5
          Arthur Morris Thank you! I will be more specific!

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