\begin{table}[htbp]\centering \caption{Grand-model coefficients under alternative variance estimators} \label{tab:se_comparison} \begin{threeparttable}\small \begin{tabular}{lcccccc} \toprule & & \multicolumn{4}{c}{Standard error} & Wild-cluster \\ \cmidrule(lr){3-6} & Coef. & HC1 & \makecell{FSA\\($G=1,155$)} & \makecell{Province\\($G=9$)} & Two-way & $p$-value \\ \midrule $\ln$ living area & 0.529 & 0.0037 & 0.0094 & 0.0373 & 0.0375 & 0.004 \\ Full bathrooms & 0.112 & 0.0016 & 0.0038 & 0.0120 & 0.0121 & 0.004 \\ Half bathrooms & -0.034 & 0.0021 & 0.0066 & 0.0315 & 0.0316 & 0.523 \\ Bedrooms & -0.006 & 0.0011 & 0.0021 & 0.0084 & 0.0085 & 0.582 \\ $\ln(1+$lot m$^2)$ & 0.067 & 0.0011 & 0.0025 & 0.0060 & 0.0061 & 0.004 \\ \bottomrule \end{tabular} \begin{tablenotes}\footnotesize\item Notes: Grand model (M5) estimated on the FSA-demeaned data. HC1 is the heteroskedasticity-robust estimator; FSA and province cluster by neighbourhood and by province; two-way clusters by both. The last column is the $p$-value of a restricted wild-cluster bootstrap-$t$ test at the province level with Rademacher weights and full enumeration of the $2^{9}=512$ sign vectors \citep{cameron2015practitioner,mackinnon2017wild}; its smallest attainable value is $2/512=0.004$. \end{tablenotes} \end{threeparttable} \end{table}