Asymptotic theory for clustered samples
We provide a complete asymptotic distribution theory for clustered data with a large number of independent groups, generalizing the classic laws of large numbers, uniform laws, central limit theory, and clustered covariance matrix estimation. Our theory allows for clustered observations with heterog...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier Ltd
2019
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| Subjects: | |
| Online Access: | View Fulltext in Publisher |