Clustering of standard errors
Posted: 09 April 2014 10:36 AM   [ Ignore ]
Total Posts:  901
Joined  2011-09-19

Helpful discussion of clustering of standard errors:

Mark Ma, Are We Really Doing What We Think We Are Doing? A Note on Finite-Sample Estimates of Two-Way Clustered Standard Errors

Mark Ma has been so kind to make a SAS macro available, see:

Mahmood Arai, Cluster-robust standard errors using R

Helpful example of clustering when using random effects model (proc mixed) in SAS:


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