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

[kevingoulding]

Hi Bo,

See the following blog post:

http://thetarzan.wordpress.com/2011/06/11/clustered-standard-errors-in-r/
http://thetarzan.wordpress.com/2011/06/11/clustered-standard-errors-in-r/ 

where I calculate clustered standard errors in R.  The result is the same as
the "cluster" command in Stata.  I had to figure this out to do some
homework assignments for my econometrics class.

Best,
Kevin



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