Regression model
聚类稳健标准误
聚类稳健标准误可纠正当观测值在学校、医院或地区等聚类内部相关时的回归系数方差。聚类三明治估计量源于 Liang & Zeger (1986) 的广义估计方程，并由 Cameron & Miller (2015) 综合应用于实证研究，在普通标准误过小时仍能提供有效的推断。
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Method map
The neighbourhood of related methods — select a node to explore.
来源
- Liang, K. Y. & Zeger, S. L. (1986). Longitudinal Data Analysis Using Generalized Linear Models. Biometrika, 73(1), 13-22. DOI: 10.1093/biomet/73.1.13 ↗
- Cameron, A. C. & Miller, D. L. (2015). A Practitioner's Guide to Cluster-Robust Inference. Journal of Human Resources, 50(2), 317-372. DOI: 10.3368/jhr.50.2.317 ↗
如何引用本页
ScholarGate. (2026, June 1). Cluster-Robust (Clustered) Standard Errors. ScholarGate. https://scholargate.app/zh/statistics/cluster-robust-se
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- 普通最小二乘法 (OLS) 回归计量经济学↔ compare
- 面板数据固定效应模型计量经济学↔ compare
- 置换 (随机化) 检验统计学↔ compare
- Wild Bootstrap for Regression Inference统计学↔ compare