SPSS Statistics

SPSS Statistics

Your hub for statistical analysis, data management, and data documentation. Connect, learn, and share with your peers! 

 View Only
  • 1.  Clustered Standard Errors

    Posted Wed September 07, 2022 11:00 AM

    Hey everyone,

    I am in need of help! 

    I am currently writing my thesis in which I conduct a multiple linear regression. 

    I am testing for the influence of national values on the environmental performance of firms in 30  different countries. In this regard, I have - as dependent variable - the values of environmental performance of app. 3.000 companies in 30 countries over the period of 10 years - so there are 10 different observations for each company in ever year from 2019-2019 (in total around 30.000 observations for around 3.000 companies).

    Now in the contrary - not taking into account all other controlling variables - the variable for the national values only differs from country to country while being consistent over time (The survey for the national values was done in 2010 and I am testing for the potential impact on corporate environmental performance from 2010-2019)


    So in essence, I actually test with only 30 different national values for over 30 thousand obervations.

    My Professor told me to use clustered standard errors in this case to test for the validity of my tests but i dont seem to find a way to do this with SPSS.. is there anyone who might know how to do this? 

    Help is very much appreciated!



    ------------------------------
    Tim Vorhoff
    ------------------------------

    #SPSSStatistics


  • 2.  RE: Clustered Standard Errors

    Posted Wed September 07, 2022 11:14 AM
    Hi. I am by no means an expert on clustered std errors, but it looks to me like you would want to use the Complex Samples feature, specifically following the example here. He begins an example at 6:18....

    ------------------------------
    Rick Marcantonio
    Quality Assurance
    IBM
    ------------------------------



  • 3.  RE: Clustered Standard Errors

    Posted Wed September 07, 2022 11:45 AM
    Since there is no sample being drawn here - there is no sampling scheme, I would suggest using a variance components model or a mixed model to account for the repetitions.  You would treat time and company as random factors.  Depending on what you are interested in, country might also be a random factor, but you might want it as a fixed factor if the particular country terms are of interest.

    ------------------------------
    Jon Peck
    ------------------------------