[R] How to do Clustered Standard Errors for Regression in R?

Kingsford Jones kingsfordjones at gmail.com
Wed Sep 17 22:42:25 CEST 2008


Bo,

Try using RSiteSearch with the strings 'huber-white', 'sandwich' or
even 'clustered standard errors'.

You may also want to consider a mixed models approach -- see:

http://www.stat.columbia.edu/~cook/movabletype/archives/2007/11/clustered_stand.html

HTH,

Kingsford Jones



On Tue, Sep 16, 2008 at 12:01 PM, Bo Cowgill <bolc at stanfordalumni.org> wrote:
> I can't seem to find the right set of commands to enable me to do perform a
> regression with cluster-adjusted standard-errors. There seems to be nothing
> in the archives about this -- so this thread could help generate some useful
> content.
>
> I've searched everywhere. Can anyone point me to the right set of commands?
> An example would be most helpful as well.
>
> Bo
>
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>
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