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Cluster robust standard errors in the SAM framework. #217

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xsuriol opened this issue Aug 23, 2021 · 0 comments
Open

Cluster robust standard errors in the SAM framework. #217

xsuriol opened this issue Aug 23, 2021 · 0 comments
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xsuriol commented Aug 23, 2021

As per a recent email conversation, a request to support cluster robust standard errors in the SAM framework.
It is assumed it does not exist (yet) any technology to compute two-step cluster-robust standard errors, and that an alternative could be cluster-based bootstrapping.
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@yrosseel @xsuriol