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Douglas L. Miller
Researcher at University of California, Davis
Publications - 61
Citations - 15776
Douglas L. Miller is an academic researcher from University of California, Davis. The author has contributed to research in topics: Pension & Head start. The author has an hindex of 29, co-authored 60 publications receiving 13818 citations. Previous affiliations of Douglas L. Miller include Cornell University & University of Chicago.
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A Practitioner’s Guide to Cluster-Robust Inference
TL;DR: This work considers statistical inference for regression when data are grouped into clusters, with regression model errors independent across clusters but correlated within clusters, when the number of clusters is large and default standard errors can greatly overstate estimator precision.
Journal ArticleDOI
Robust Inference with Multi-way Clustering
TL;DR: The authors proposed a variance estimator for the OLS estimator as well as for nonlinear estimators such as logit, probit, and GMM that enables cluster-robust inference when there is two-way or multiway clustering that is nonnested.
Journal ArticleDOI
Bootstrap-Based Improvements for Inference with Clustered Errors
TL;DR: In this article, the authors investigate inference using cluster bootstrap-t procedures that provide asymptotic refinement, including the example of Bertrand, Duflo, and Mullainathan.
Posted Content
Robust Inference with Multi-Way Clustering
TL;DR: This article proposed a new variance estimator for OLS as well as for nonlinear estimators such as logit, probit and GMM, that provcides cluster-robust inference when there is two-way or multi-way clustering that is non-nested.
Journal ArticleDOI
Bootstrap-Based Improvements for Inference with Clustered Errors
TL;DR: In this paper, the authors investigate more accurate inference using cluster bootstrap-t procedures that provide asymptotic refinement for regression parameter estimates, and evaluate these procedures using Monte Carlos, including the much-cited di ¤erences-in-di¤erences example of Bertrand, Mullainathan and Duflo.