What is a standard error? (And how should we compute it?)

DOI10.1016/J.JECONOM.2023.105517MaRDI QIDQ6090601zbMATH OpenOpenAlexFDO

Authors Jeffrey M. Wooldridge

Publication date 17 November 2023

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2023.105517

zbMATH Keywords

clusteringdesign-based approachmodel-based approachstandard errorsampling-based approach

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

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• On the application of probability theory to agricultural experiments. Essay on principles. Section 9. Translated from the Polish and edited by D. M. Dąbrowska and T. P. Speed
• Potential outcomes and finite-population inference for M-estimators
• Sampling
• Sampling-based versus design-based uncertainty in regression analysis
• When Should You Adjust Standard Errors for Clustering?

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