TY - JOUR AB - Suppose estimating a model on each of a small number of potentially heterogeneous clusters yields approximately independent, unbiased, and Gaussian parameter estimators. We make two contributions in this setup. First, we show how to compare a scalar parameter of interest between treatment and control units using a two-sample t-statistic, extending previous results for the one-sample t-statistic. Second, we develop a test for the appropriate level of clustering; it tests the null hypothesis that clustered standard errors from a much finer partition are correct. We illustrate the approach by revisiting empirical studies involving clustered, time series, and spatially correlated data. AU - Ibragimov,R AU - Müller,UK DO - 10.1162/REST_a_00545 EP - 96 PY - 2016/// SN - 0034-6535 SP - 83 TI - Inference with few heterogeneous clusters T2 - Review of Economics and Statistics UR - http://dx.doi.org/10.1162/REST_a_00545 UR - http://hdl.handle.net/10044/1/45881 VL - 98 ER -