Small-Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models

Keyphrases

• Arbitrary Set 25%
• Fixed Effects 50%
• Fixed Effects Estimation 25%
• Fixed Effects Model 100%
• Heteroscedasticity 25%
• Hypothesis Testing 100%
• Linearization 50%
• Linearization Techniques 25%
• Multiple Parameters 25%
• Nominal Level 25%
• Number of Clusters 25%
• Panel Data Model 25%
• Rejection Rate 25%
• Robust Variance Estimation 100%
• Satterthwaite Approximation 50%
• Small Sample Method 100%
• Small Sample Test 50%
• T-test 50%
• Type I Error 25%
• Unobserved Effects 25%
• Wald Test 25%

Mathematics

• Arbitrary Set 25%
• Heteroscedasticity 25%
• Hypothesis Test 25%
• Linearization Method 25%
• Nominal Level 25%
• Robust Variance 100%
• Statistical Hypothesis Testing 100%
• Supplementary Material 25%
• Variance Estimation 100%
• Wald Test 25%
• Wide Range 25%