Nice. Good luck in getting it accepted! Methinks that if she clustered in the other two chapters, but not this one, she actually did try clustering and didn’t like what it showed… Not that I’m judging; we’ve all done it. I remember hearing a rumor in grad school that there was some time period in the 90s when there was a bug in stata, and basically all the standard errors are incorrect from that time.
I wouldn’t be be too confident. Much more honest explanations exist eg they learnt about the technique later in their PhD and didn’t go back to redo earlier analyses.
Seems doubtful as she published it in the American Economic Review after she’d completed her thesis. I’m surprised the reviewers didn’t require that clustered standard errors be shown, but I can only guess it wasn’t common back then.
Nice. Good luck in getting it accepted! Methinks that if she clustered in the other two chapters, but not this one, she actually did try clustering and didn’t like what it showed… Not that I’m judging; we’ve all done it. I remember hearing a rumor in grad school that there was some time period in the 90s when there was a bug in stata, and basically all the standard errors are incorrect from that time.
I wouldn’t be be too confident. Much more honest explanations exist eg they learnt about the technique later in their PhD and didn’t go back to redo earlier analyses.
Seems doubtful as she published it in the American Economic Review after she’d completed her thesis. I’m surprised the reviewers didn’t require that clustered standard errors be shown, but I can only guess it wasn’t common back then.