When Should You Adjust Standard Errors for Clustering?
NBER Working Paper No. 24003
---- Acknowledgments ----
The questions addressed in this paper partly originated in discussions with Gary Chamberlain. We are grateful for questions raised by Chris Blattman. We are grateful to seminar audiences at the 2016 NBER Labor Studies meeting, CEMMAP, Chicago, Brown University, the Harvard-MIT Econometrics seminar, Ca' Foscari University of Venice, the California Econometrics Conference, the Erasmus University Rotterdam, and Stanford University. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.
---- Disclosure of Financial Relationships for Guido W. Imbens ----
I have consulted for Microsoft Corporation, Facebook, Amazon, and Lilly Corporation.