A. Colin Cameron    Research and Publications


Cluster-Robust Inference Survey
A. Colin Cameron and Douglas L. Miller, "A Practitioner's Guide to Cluster-Robust Inference", Journal of Human Resources, Spring 2015, Vol.50, No. 2, pp.317-373.
[Final version of Cameron Miller JHR A Practitioners Guide to Cluster Robust Inference]  
[Data and programs used in Cameron Miller A Practitioners Guide to Cluster Robust Inference]  
A readme file and additional description of the programs will be available by August 2015.  

Cluster-Robust Overheads
Stata presentation on Robust Inference with Clustered Data, Mexico Stata users Group, May 2011. [Slides]

Code for Two-way Cluster Robust Standard Errors
- For IV and hence OLS: Stata addon ivreg2 due to Christopher F Baum, Mark E Schaffer, Steven Stillman. And also xtivreg2
- For OLS our Stata code cgmreg.ado

Robust Inference for Dyadic Data
A. Colin Cameron and Douglas L. Miller, "Robust Inference for Dyadic Data", December 31, 2014.
[Paper presented at the January 2015 ASSA meetings].

Code for Dyadic Cluster Robust Standard Errors
- For OLS our Stata code is regdyad2.ado
This is very much a "beta version". We are in the midst of editing and tweaking it, but we believe that it runs and works. The syntax to use is:
  regdyad2 yvar xvars, dyads(ID_var_1 ID_var_2)
Please let us know if you identify any problems or issues.


Regression Analysis of Count Data, Second Edition, Econometric Society Monograph No. 53, Cambridge University Press, Cambridge, May 2013 (with Pravin K. Trivedi).  [Abstract, data and programs.]

Microeconometrics using Stata
, Stata Press, (with P.K. Trivedi), First edition 2009, Revised First Edition 2010. [Abstract, data and programs.]

Microeconometrics: Methods and Applications, Cambridge University Press, New York, May 2005 (with Pravin K. Trivedi). [Abstract, data and programs.]

Regression Analysis of Count Data, First Edition, Econometric Society Monograph No. 30, Cambridge University Press, Cambridge, October 1998 (with Pravin K. Trivedi).  [Abstract, data and programs.]


"The Demand for Health Insurance and Health Care in Australia - A Progress Report", in P.M. Tatchell (ed.), Economics and Health, 1983, Australian National University, Health Economics Research Unit, (with F. Milne, J.R. Piggott, and P.K. Trivedi).

"Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests", Journal of Applied Econometrics, January 1986, Vol. 1, pp. 29-54, (with P.K. Trivedi). [Abstract.]   [Paper at JSTOR]
Reprinted in W. Greene (ed.), 2016, Applied Econometrics, chapter 11, Routledge.

"A Microeconometric Model of the Demand for Health Care and Health Insurance in Australia," Review of Economic Studies, January 1988, Vol. 55, pp. 85-106, (with P.K. Trivedi, F. Milne, and J.R. Piggott). [Abstract.]    [Paper at JSTOR]

"Aggregation in Discrete Choice Models: An Illustration of Nonlinear Aggregation", in T.S. Barker and H.M. Pesaran eds., Disaggregation in Economic Modelling, 1990, pp. 206-234, Routledge, London.  [Abstract.] 

"Regression Based Tests for Overdispersion in the Poisson Model", Journal of Econometrics, December 1990, Vol.46, pp. 347-364, (with P.K. Trivedi).  [Abstract.]  [Paper at ScienceDirect]

"The Role of Income and Health Risk in the Choice of Health Insurance: Evidence from Australia", Journal of Public Economics, 1991, Vol.45, pp.1-28, (with P.K. Trivedi). [Abstract.]

"Tests of Independence in Parametric Models: with Applications and Illustrations", Journal of Business and Economic Statistics, January 1993, pp.29-43 (with P.K. Trivedi).  [Abstract.]  [Paper at JSTOR]

"R-Squared measures for Count Data Regression Models with Applications to Health Care Utilization", Journal of Business and Economic Statistics, April 1996, pp. 209-220 (with F.A.G. Windmeijer). [Abstract.]  [Paper at JSTOR]
Stata implementation: package rc2.ado due to Joseph N. Luchman.

"Count Data Models for Financial Data", in G.S. Maddala and C.R. Rao ed., Handbook of Statistics, Vol. 14, Statistical Methods in Finance, 1996, pp. 363-392, North-Holland, Amsterdam (with P.K. Trivedi). [Abstract.]   [Preprint]

"Private Health Insurance Choice in Australia: The Role of Long-term Utilisation of Health Services", in H. Lapsley ed., Economics and Health: 1995, Proceedings of the Seventeenth Australian Conference of Health Economists, pp. 143-162, Australian Studies in Health Service Administration No. 79, School of Health Services Management, University of New South Wales (with J. McCallum). [Abstract.]     [Preprint]

"An R-squared Measure of Goodness of Fit for some common Nonlinear Regression Models", Journal of Econometrics, 1997, Vol. 77, No.2, pp. 329-342 (with F.A.G. Windmeijer). [Abstract.]    [Preprint]  [Paper at ScienceDirect]
Stata implementation of deviance R2: package devr2 due to Sam Brilleman.

"Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes?", Quarterly Journal of Economics, February 1997, pp. 305-339 (with S.Borenstein and R.Gilbert). [Abstract.]   [Paper at JSTOR]

"Tactical Information and the Diffusion of Peaceful Protests'', in D.A. Lake and D. Rothchild eds., The International Spread of Ethnic Conflict: Fears, Diffusion and Escalation, Princeton: Princeton University Press, 1998, pp.61-88 (with S. Hill and D. Rothchild).  [Abstract.]

"Count Data Regressions using Series Expansions With Applications'', Journal of Applied Econometrics, 1997, Vol. 12, pp.203-223 (with P. Johansson). [Abstract.]   [Paper at JSTOR]   [Data and Programs]

"Political Action Committee Contributions and Congressional Voting on U.S. Sugar Legislation", American Journal of Agricultural Economics, August 1998, 80, 441-454 (with J.C. Brooks and C.A. Carter).  [Abstract.]    [Paper at JSTOR]

"Length of Hospital Stay in Patients with Decompensated Heart Failure from Moderate to Severe Left Ventricular Systolic Dysfunction," American Journal of Cardiology, 2001, 88(8), 909-911 (with K.J. Harjai, M. Shah and D. Stapleton).  [Abstract.]

"Essentials of Count Data Regression", in Badi H. Baltagi ed., A Companion to Theoretical Econometrics, 2001, pp. 331-348, Blackwell, Oxford (U.K.) (with P.K. Trivedi). [Abstract.]   [Preprint]

"A Survival Analysis of Australian Equity Mutual Funds", Australian Journal of Management, September 2003, 209-226 (with Anthony D. Hall). [Abstract.]   [Paper] 

"On Being New to an Insurance Plan: Health Care Use Associated with the First Years in a Health Insurance Plan", Annals of Family Medicine, Sept/Oct 2003, 156-161 (with Peter Franks and Klea Bertakis).  [Abstract.]  [Paper]

"Modeling the Differences in Counted Outcomes using Bivariate Copula Models: with Application to Mismeasured Counts" (with Tong Li, Pravin K. Trivedi and David M. Zimmer), Econometrics Journal, December 2004, 7, 566-584. [Abstract.]   [Prepint]   [Paper at Wiley]

“Categorical Data”, in S. Durlauf and D. Blume eds., The New Palgrave Dictionary of Economics (second edition), Palgrave Macmillan, London, April 2008, Volume 1, pp.713-715. [Abstract.]  [Preprint]

“Some Recent Developments in Microeconometrics,” in  T.C. Mills and K. Patterson eds., Palgrave Handbook of Econometrics, Volume 2: Applied Econometrics, Palgrave Macmillan, London, forthcoming.  [Abstract.]  [Preprint]

“Bootstrap-Based Improvements for Inference with Clustered Errors” (with Jonah Gelbach and Douglas Miller), Review of Economics and Statistics, August 2008, Vol. 90, 414-427. [Abstract.] [Preprint]  [Paper at MIT Press]

“Robust Inference with Clustered Data” (with Douglas Miller), A. Ullah and D. E. Giles eds., Handbook of Empirical Economics and Finance, 2011, pp.1-28, CRC Press. [Preprint]

“Robust Inference with Multi-way Clustering” (with Jonah Gelbach and Douglas Miller), Journal of Business and Economic Statistics, 2011, 29 (2), pp.238-249, 2011. [Preprint]  [Paper at JBES]  Earlier version available as NBER Technical Working Paper No. 327

“Inference for Health Econometrics: Inference, Model Tests, Diagnostics, Multiple Tests and Bootstrap” in Editor-in-chief A.J. Culyer, Encyclopaedia of Health Economics, 2013, Amsterdam: Elsevier, forthcoming.  [Preprint]

“Count Panel Data,”
in B. Baltagi ed., Oxford Handbook of Panel Data, 2015, Oxford: Oxford University Press, pp.233-256 (with P.K. Trivedi).   [Preprint]

A. Colin Cameron, "A Practitioner's Guide to Cluster-Robust Inference", Journal of Human Resources, 2015, Vol.50, No. 2, pp.317-373 (with Douglas L. Miller). [Preprint]

“Thirty Years with Stata: A Retrospective", in Enrique Pinzon ed., Thirty Years with Stata: A Retrospective, 2015, College Station, TX: Stata Press, pp.89-98. [Preprint]


“Yangma Expedition,” New Zealand Alpine Journal, 2011, pp.64-67 (with Ken Baldwin).  [Paper]


“Estimation of Country-Pair Data Models Controlling for Clustered Errors” (with Natasha Chernyshoff nee Natalia Golotvina), 2005. [Abstract.]  [Paper]

"Bivariate Count Data Regression using Series Expansions: with Applications" (with Per Johansson).  [Paper]

“Conditional Moment Tests with Explicit Alternatives,” September 1990, U.C.-Davis, Department of Economics, Working Paper No. 366, revised February 1991 (with P.K. Trivedi). [Working Paper]

“Conditional Moment Tests and Orthogonal Polynomials,” Indiana University, Department of Economics, Working Paper No. 90-051, revised June 1993 (with P.K. Trivedi). [Working Paper]  [Revised Paper]

“The Information Matrix Test: Its Components and Implied Alternative Hypotheses,” U.C.-Davis, Department of Economics, Working Paper No. 372, revised June 1992 (with P.K. Trivedi). [Working Paper]  [Revised Paper]

“An Alternative Type of Heterogeneity Tested by the Information Matrix Test,” August 1992 (with P.K. Trivedi). [Working Paper]

“Regression Based Tests of Heteroscedasticity in Models Where the Variance Depends on the Mean,” March 1991, U.C.-Davis, Department of Economics, Working Paper No. 379. [Working Paper]


Office Address:
Department of Economics
University of California
Davis, CA 95616
(530) 564-0630
(530) 752-9382 (Fax)


B.Ec.(Hons.) Econometrics Australian National University 1977
M.S. Statistics Stanford University 1982
Ph.D. Economics Stanford University 1988

Brief Experience:

Dept. of Economics, University of California - Davis
Past Director, 2003-05, Center on Quantitative Social Science Research  [QSSR website]
Professor, 2000-present
Associate Professor, 1996-2000
Assistant Professor, 1989-1996.

Department of Economics, The Ohio State University
Assistant Professor, 1987-1989, Instructor, 1986-1987.

Department of Economics, Australian National University
Visiting Research Fellow, Apr-Sep 1984.


A. Colin Cameron   accameron@ucdavis.edu  http://www.econ.ucdavis.edu/faculty/cameron
University of California - Davis, Department of Economics