Table 7.
Estimate | Jackknife SE | Monte Carlo SE | Robust SE | Jackknife CP | Robust CP | Power | ||
---|---|---|---|---|---|---|---|---|
90 clusters | ||||||||
σ = 0 | β1 | −0.700 | 0.140 | 0.136 | 0.182 | 0.964 | 0.960 | 0.996 |
β2 | 0.765 | 0.237 | 0.236 | 0.185 | 0.956 | 0.944 | 0.912 | |
σ = 0.05 | β1 | −0.711 | 0.138 | 0.124 | 0.183 | 0.964 | 0.964 | 1.000 |
β2 | 0.800 | 0.237 | 0.212 | 0.198 | 0.956 | 0.952 | 0.948 | |
σ = 0.10 | β1 | −0.696 | 0.140 | 0.140 | 0.185 | 0.952 | 0.944 | 1.000 |
β2 | 0.769 | 0.241 | 0.241 | 0.197 | 0.948 | 0.944 | 0.884 | |
σ = 0.15 | β1 | −0.710 | 0.141 | 0.127 | 0.182 | 0.972 | 0.960 | 1.000 |
β2 | 0.756 | 0.240 | 0.236 | 0.178 | 0.960 | 0.948 | 0.884 | |
150 clusters | ||||||||
σ = 0 | β1 | −0.689 | 0.106 | 0.108 | 0.139 | 0.944 | 0.936 | 1.000 |
β2 | 0.743 | 0.182 | 0.173 | 0.141 | 0.956 | 0.956 | 0.988 | |
σ = 0.05 | β1 | −0.679 | 0.106 | 0.101 | 0.138 | 0.952 | 0.952 | 1.000 |
β2 | 0.770 | 0.182 | 0.172 | 0.141 | 0.968 | 0.968 | 0.996 | |
σ = 0.10 | β1 | −0.699 | 0.106 | 0.107 | 0.146 | 0.956 | 0.948 | 1.000 |
β2 | 0.753 | 0.183 | 0.178 | 0.144 | 0.964 | 0.952 | 0.988 | |
σ = 0.15 | β1 | −0.702 | 0.107 | 0.109 | 0.143 | 0.940 | 0.936 | 1.000 |
β2 | 0.742 | 0.183 | 0.178 | 0.138 | 0.948 | 0.940 | 0.964 |