Cameron, Adrian Colin; Gelbach, Jonah B.; Miller, … - National Bureau of Economic Research (NBER) - 2006
In this paper we propose a new variance estimator for OLS as well as for nonlinear estimators such as logit, probit and GMM, that provcides cluster-robust inference when there is two-way or multi-way clustering that is non-nested. The variance estimator extends the standard cluster-robust...