At What Level Should One Cluster Standard Errors in Paired and Small-Strata Experiments?

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Tác giả: Clément de Chaisemartin, Jaime Ramirez-Cuellar

Ngôn ngữ: eng

Ký hiệu phân loại: 001.96 Errors, delusions, superstitions

Thông tin xuất bản: 2019

Mô tả vật lý:

Bộ sưu tập: Metadata

ID: 162963

Comment: Version Accepted at the American Economic Journal: Applied Economics. Ninth version, 49 pages, 5 tables, (main paper until page 28, then supplement)In matched-pairs experiments in which one cluster per pair of clusters is assigned to treatment, to estimate treatment effects, researchers often regress their outcome on a treatment indicator and pair fixed effects, clustering standard errors at the unit-ofrandomization level. We show that even if the treatment has no effect, a 5%-level t-test based on this regression will wrongly conclude that the treatment has an effect up to 16.5% of the time. To fix this problem, researchers should instead cluster standard errors at the pair level. Using simulations, we show that similar results apply to clustered experiments with small strata.
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