0
$\begingroup$

I want to understand when and why multi-way clustering is necessary.

Could anyone give a good example that provides intuition of when and why to use multi-way clustering that also illustrates why clustering at a group level is not sufficient?

$\endgroup$
2
  • $\begingroup$ Paper: Robust Inference With Multi-Way Clustering Leaving this for anyone else who stumbles across this page looking for information on clustering. I will also provide an outline of the paper once I have a bit of time this week. $\endgroup$
    – 123
    May 2, 2016 at 12:33
  • 1
    $\begingroup$ Also, you might want to have a look at the empirical limitations of clustering: economics.mit.edu/files/11355, in other words: when is clustering a bad idea. $\endgroup$
    – dv_bn
    May 2, 2016 at 14:09

0

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Browse other questions tagged or ask your own question.