Good resource for clustering

[Akanksha Aggarwal]

Hi,

Can someone please point me to a good resource to understand the level at which standard errors should be clustered in regression analysis ?

Thanks.

[Maxence Morlet]

https://www.statalist.org/forums/for...erence-example.

https://www.nber.org/system/files/wo...003/w24003.pdf

[Akanksha Aggarwal]

Thanks so much, Maxence.