Everything about standard error 🙂 when standard errors need to be ‘‘clustered’? Why? How to choose appropriate standard error? Three papers can answer 99% of my confusion.
What is a standard error? (And how should we compute it?) Jeffrey M. Wooldridge, 2023
Discussion of “What is a standard error?” James L. Powell, 2023
What is a standard error? Andrew Gelman, 2023