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st: Cluster robust standard errors for pooled cross country data


From   Abekah Nkrumah <ankrumah@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Cluster robust standard errors for pooled cross country data
Date   Fri, 29 Jun 2012 17:48:58 +0100

Dear Stata List,

I have pooled cross-section household datasets from 20 countries. For
each of these countries, the data was collected via cluster sampling
meaning there will be intra-cluster correlations which will affect the
validity of the standard errors. If I were carrying out my estimations
on a single country I know that I could correct for the possible bias
in the standard errors by using the variable containing the cluster
ids to estimate cluster robust standard errors.

In the present case where I have pooled (i.e appended as in stata) the
household cross-section data from 20 different countries, will it be
right to still use the variable containing the cluster ids to estimate
the cluster robust standard errors? Note that now the cluster ids will
be for all 20 countries. I will appreciate your help.

Thank you very much

Gordon
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