Arbeitspapier

Clustering Standard Errors at the "Session" Level

Session-specific features of a laboratory experiment, if those exist, do not disappear by clustering standard errors at the session level. Randomly ordering sessions, which is crucial to deal with sampling issues, cannot justify clustering the standard errors at the session level. The experimental design should primarily determine the clustering level. In a typical controlled laboratory experiment where subjects make choices in the same environment repeatedly, clustering at a participant level is inherited from the experimental design, and standard errors could be larger (that is, statistical inference can be more conservative) when clustered at the individual or decision-group level than the session level. It implies that clustering standard errors at the session level can lead to false-positive treatment effects if it is mistakenly chosen. A rule of thumb using standard deviations is introduced.

Sprache
Englisch

Erschienen in
Series: CESifo Working Paper ; No. 8386

Klassifikation
Wirtschaft
Methodological Issues: General
Design of Experiments: General
Thema
lab experiment
cluster-adjusted standard errors

Ereignis
Geistige Schöpfung
(wer)
Kim, Duk Gyoo
Ereignis
Veröffentlichung
(wer)
Center for Economic Studies and Ifo Institute (CESifo)
(wo)
Munich
(wann)
2020

Handle
Letzte Aktualisierung
10.03.2025, 11:44 MEZ

Datenpartner

Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.

Objekttyp

  • Arbeitspapier

Beteiligte

  • Kim, Duk Gyoo
  • Center for Economic Studies and Ifo Institute (CESifo)

Entstanden

  • 2020

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