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stat.ME2026
Linear Regression: Inference Based on Cluster Estimates
Subhodeep Dey, Gopal K. Basak, Samarjit Das
This article proposes a novel estimator for regression coefficients in clustered data that explicitly accounts for within-cluster dependence. We study the asymptotic properties of…
stat.ME2024
Cross Sectional Regression with Cluster Dependence: Inference based on Averaging
Subhodeep Dey, Gopal K. Basak, Samarjit Das
We re-investigate the asymptotic properties of the traditional OLS (pooled) estimator, , in the context of cluster dependence. The present study considers various scenari…
stat.ME2018
Understanding Cross-sectional Dependence in Panel Data
Gopal K Basak, Samarjit Das
We provide various norm-based definitions of different types of cross-sectional dependence and the relations between them. These definitions facilitate to comprehend and to charact…