2020
DOI: 10.2139/ssrn.3635181
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Clustering Standard Errors at the "Session" Level

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Cited by 4 publications
(5 citation statements)
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“…Since there is a subject effect and individuals’ residuals are correlated over rounds, we cluster the standard errors by participant. This does not affect the size of the coefficients or the model’s overall fit but robustly guards against Type I errors (Kim, 2022; Moffatt, 2016, pp. 84–86; Petersen, 2009; Van Pelt, 2020).…”
Section: Resultsmentioning
confidence: 99%
See 1 more Smart Citation
“…Since there is a subject effect and individuals’ residuals are correlated over rounds, we cluster the standard errors by participant. This does not affect the size of the coefficients or the model’s overall fit but robustly guards against Type I errors (Kim, 2022; Moffatt, 2016, pp. 84–86; Petersen, 2009; Van Pelt, 2020).…”
Section: Resultsmentioning
confidence: 99%
“…Like Petersen, we find clustered individual standard errors to be the most conservative approach. In selecting the level of clustering the standard errors (individual or session) we follow Kim (2022), Van Pelt (2020), and Moffatt (2016). See Supplemental Material for details on how the appropriate level of clustering the standard errors was determined for this set of data.…”
mentioning
confidence: 99%
“…the results section. Following the recent paper by Kim [38], we decide not to cluster the standard errors at the session level as doing so could produce false positive coefficients. Nonetheless, we have reported clustered standard errors in our pre-print version and the results are qualitatively the same [39].…”
Section: Plos Onementioning
confidence: 99%
“…These estimates are accompanied by two sets of SEs: one set is adjusted for clustering at the session level, the other is not. Clustering at the session level is common in statistical analyses of economic experiments, but Kim (2020) cautions against the practice, pointing out that in certain circumstances, the adjustment for clustering can bias the SEs towards zero. We will take a conservative approach, focusing on hypotheses that can be rejected at the 5% level with the larger of our two alternative SEs.…”
Section: The Effect Of the Social Norm On The Frequency Of Giving Typesmentioning
confidence: 99%
“…In addition, a number of studies examine the effect of having a lead donor (e.g Huck & Rasul, 2011;Karlan & List, 2007, 2020. or announcing the amount already raised (e.g.,List & Lucking-Reiley, 2002) on donations.…”
mentioning
confidence: 99%