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

[Mark Difford]

Hi Bo,

>> I can't seem to find the right set of commands to enable me to do perform
>> a
>> regression with cluster-adjusted standard-errors.

Frank Harrell's Design package has ?bootcov and ?robcov, which will both do
it.

Regards, Mark.


Bo Cowgill 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]]
> 
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