[R] clustered standarderrors using design package

Anders Eklund aeklund at kth.se
Sat May 19 23:54:34 CEST 2007


Please help,

I have a strange problem. I've got a balanced panel data set. I use dummy
variable regression and I've got results with lm function.

summary(lm(y ~ post + t19961 + t19962 + t19963 + t19964 + t19971 + t19972
+ t19973 + t19974 + t19981+factor( id)))


The problem is that I would like to get my standard errors clustered but
then gets the following error message:

f<-(lm(y ~ post + t19961 + t19962 + t19963 + t19964 + t19971 + t19972 +
t19973 + t19974 + t19981+factor( id)))
library(Design)
g.clust1 <- robcov(f, id)
Error in match.arg(type) : 'arg' should be one of working, response,
deviance, pearson, partial

All my variables is vectors and I've tried with other variables inside and
outside the model and all results in the same errormessage.

Best regards

Anders Eklund
Stockholm, Sweden.



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