This directory contains data and program (.do) files for the paper

James G. MacKinnon, Morten Ø. Nielsen, and Matthew D. Webb, 
"Cluster-robust inference: A guide to empirical practice",
Journal of Econometrics, Vol. 232, 2023, pp. 272--299.

Also, QED Working Paper No. 1456, revised 2022.

  https://ideas.repec.org/p/qed/wpaper/1456.html

The file MNW-guide-datasets.zip contains two data files:

 58892760  2021-04-01 10:36   min_wage_teen_empop.csv
 18516617  2021-04-01 10:36   min_wage_teen_hours2.csv

The file MNW-guide-replic-do-files.zip contains four files:

     2164  2022-04-11 14:11   table_2.do
    10183  2022-04-11 14:11   MNWTEST.do
    20588  2022-04-08 15:30   summclust.ado
     7602  2022-04-08 14:18   tables_1_and_3.do

The file tables_1_and_3.do produces the results in Tables 1 and 3. The
file table_2.do produces the test statistics and asymptotic P values
in Table 2. The bootstrap P values were obtained using a Fortran
program. Although mnwtest.do can perform bootstrap tests, it would be
very time-consuming to perform 99,999 bootstraps using the current
version.

All files are in DOS format. Unix/Linux users should use "unzip -a".