[R] Huber-white cluster s.e. after optim?

Peter Muhlberger peter.muhlberger at gmail.com
Thu Apr 10 02:15:36 CEST 2008

I've used optim to analyze some data I have with good results, but
need to correct the var-cov matrix for possible effects of clustering
of observations (respondents) in small groups (non-independence).  Is
there any function to adjust the matrix?  I heard some time ago that
the vcovHC function would have a cluster capability added to it, but I
don't see that in my fairly recent version.

Cheers, Peter

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