English
Related papers

Related papers: Design-Based Multi-Way Clustering

200 papers

We show how clustering standard errors in one or more dimensions can be justified in M-estimation when there is sampling or assignment uncertainty. Since existing procedures for variance estimation are either conservative or invalid, we…

Econometrics · Economics 2024-11-21 Ruonan Xu , Luther Yap

This paper proves a new central limit theorem for a sample that exhibits two-way dependence and heterogeneity across clusters. Statistical inference for situations with both two-way dependence and cluster heterogeneity has thus far been an…

Econometrics · Economics 2024-06-14 Luther Yap

This paper studies inference for quadratic forms of linear regression coefficients with clustered data and many covariates. Our framework covers three important special cases: instrumental variables regression with many instruments and…

Econometrics · Economics 2026-02-18 Michal Kolesár , Pengjin Min , Wenjie Wang , Yichong Zhang

Estimating causal effects under interference is pertinent to many real-world settings. Recent work with low-order potential outcomes models uses a rollout design to obtain unbiased estimators that require no interference network…

Methodology · Statistics 2025-02-12 Mayleen Cortez-Rodriguez , Matthew Eichhorn , Christina Lee Yu

Split-plot designs find wide applicability in multifactor experiments with randomization restrictions. Practical considerations often warrant the use of unbalanced designs. This paper investigates randomization based causal inference in…

Methodology · Statistics 2019-06-21 Rahul Mukerjee , Tirthankar Dasgupta

The mixture models have become widely used in clustering, given its probabilistic framework in which its based, however, for modern databases that are characterized by their large size, these models behave disappointingly in setting out the…

Machine Learning · Statistics 2017-02-01 Abdelghafour Talibi , Boujemâa Achchab , Rafik Lasri

Estimates in judge designs run the risk of being biased due to the many judge identities that are implicitly or explicitly used as instrumental variables. The usual method to analyse judge designs, via a leave-out mean instrument,…

Econometrics · Economics 2024-06-17 Johannes W. Ligtenberg , Tiemen Woutersen

In the framework of model-based clustering, a model allowing several latent class variables is proposed. This model assumes that the distribution of the observed data can be factorized into several independent blocks of variables. Each…

Methodology · Statistics 2018-01-23 Matthieu Marbac , Vincent Vandewalle

This paper considers the problem of estimating the variance of a sum of a triangular array of random vectors with heterogeneous means. When random vectors exhibit two-way cluster dependence or weak dependence, standard variance estimators…

Econometrics · Economics 2026-03-13 Luther Yap

Model-based clustering is a popular approach for clustering multivariate data which has seen applications in numerous fields. Nowadays, high-dimensional data are more and more common and the model-based clustering approach has adapted to…

Methodology · Statistics 2018-09-25 Michael Fop , Thomas Brendan Murphy

This paper studies analytic inference along two dimensions of clustering. In such setups, the commonly used approach has two drawbacks. First, the corresponding variance estimator is not necessarily positive. Second, inference is invalid in…

Econometrics · Economics 2026-02-20 Laurent Davezies , Xavier D'Haultfœuille , Yannick Guyonvarch

Meta-analyses frequently include trials that report multiple effect sizes based on a common set of study participants. These effect sizes will generally be correlated. Cluster-robust variance-covariance estimators are a fruitful approach…

Methodology · Statistics 2022-03-07 Thilo Welz , Wolfgang Viechtbauer , Markus Pauly

In empirical work it is common to estimate parameters of models and report associated standard errors that account for "clustering" of units, where clusters are defined by factors such as geography. Clustering adjustments are typically…

Statistics Theory · Mathematics 2022-09-21 Alberto Abadie , Susan Athey , Guido Imbens , Jeffrey Wooldridge

An extension of the latent class model is presented for clustering categorical data by relaxing the classical "class conditional independence assumption" of variables. This model consists in grouping the variables into inter-independent and…

Computation · Statistics 2015-10-01 Matthieu Marbac , Christophe Biernacki , Vincent Vandewalle

We consider the problem of identifying multiway block structure from a large noisy tensor. Such problems arise frequently in applications such as genomics, recommendation system, topic modeling, and sensor network localization. We propose a…

Machine Learning · Statistics 2021-01-05 Miaoyan Wang , Yuchen Zeng

Multi-view clustering has become a significant area of research, with numerous methods proposed over the past decades to enhance clustering accuracy. However, in many real-world applications, it is crucial to demonstrate a clear…

Machine Learning · Computer Science 2025-02-07 Mudi Jiang , Lianyu Hu , Zengyou He , Zhikui Chen

This paper investigates double/debiased machine learning (DML) under multiway clustered sampling environments. We propose a novel multiway cross fitting algorithm and a multiway DML estimator based on this algorithm. We also develop a…

Econometrics · Economics 2020-03-05 Harold D. Chiang , Kengo Kato , Yukun Ma , Yuya Sasaki

In cluster analysis, it can be useful to interpret the partition built from the data in the light of external categorical variables which were not directly involved to cluster the data. An approach is proposed in the model-based clustering…

Clustered sampling is prevalent in empirical regression discontinuity (RD) designs, but it has not received much attention in the theoretical literature. In this paper, we introduce a general model-based framework for such settings and…

Econometrics · Economics 2026-03-20 Claudia Noack , Tomasz Olma , Christoph Rothe

Random allocation is essential for causal inference, but practical constraints often require assigning participants in clusters. They may be stratified pre-assignment, either of necessity or to reduce differences between treatment and…

Methodology · Statistics 2025-05-27 Xinhe Wang , Ben B. Hansen
‹ Prev 1 2 3 10 Next ›