Data Management and Analysis: Robust Estimation, Stratification and Clustering
Robust Covariance Estimation
- Clustering methods for all estimators
- Stratification and clustering within strata
- Finite population corrections
- Panel corrections for least squares estimators
Robust Estimators for Least Squares and GMM
- White estimator for cross section and panel data estimators
- Newey-West estimators
- Newey-West correction with optimal weighting matrices