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

[Kingsford Jones]

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
>
>        [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>