[PDF][PDF] On the Inconsistency of Cluster-Robust Inference and How Subsampling Can Fix It

H Chiang, Y Sasaki, Y Wang - arXiv preprint arXiv …, 2023 - economics.indiana.edu
Conventional methods of cluster-robust inference are inconsistent in the presence of
unignorably large clusters. We formalize this claim by establishing a necessary and …

[PDF][PDF] Limit Theorems for Small Worlds

A Szydłowski - 2024 - arekszydlowski.github.io
We obtain central limit theorems for data coming from a sparse, small world network, ie a
network with limited maximal degree and a relatively small (but growing) diameter …

[PDF][PDF] CLUSTER-ROBUST INFERENCE ROBUST TO LARGE NON-IGNORABLE CLUSTERS

HD CHIANG, Y SASAKI, Y WANG - econ.queensu.ca
The recent literature points out that the conventional cluster-robust standard errors fail in the
presence of large clusters. We propose a novel cluster-robust score subsampling inference …