Publication: The Variance of Non-Parametric Treatment Effect Estimators in the Presence of Clustering
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Date
2012
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Massachusetts Institute of Technology Press (MIT Press)
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Hanson, Samuel G., and Adi Sunderam. "The Variance of Non-Parametric Treatment Effect Estimators in the Presence of Clustering." Review of Economics and Statistics 94, no. 4 (November 2012). (url: http://www.mitpressjournals.org/doi/abs/10.1162/REST_a_00211#.WRN2bxPytE5 dataverse: https://dataverse.harvard.edu/dataset.xhtml?persistentId=hdl:1902.1/19576)
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Abstract
Nonparametric estimators of treatment effects are often applied in settings where clustering may be important. We provide a general methodology for consistently estimating the variance of a large class of nonparametric estimators, including the simple matching estimator, in the presence of clustering. Software for implementing our variance estimator is available in Stata.
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Keywords
software, mathematical methods
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