[R] Clustered Standard Errors?

Ignacio Martinez ignacio82 at gmail.com
Mon Nov 16 16:28:16 CET 2015


Hi,

I found this
<https://thetarzan.wordpress.com/2011/06/11/clustered-standard-errors-in-r/>
post
from 2011 for doing clustered standard errors in R.

Is there any update to the lm package that allows to do this without having
to write your own function? In STATA is as simple as adding cluster to the reg
command.

Thanks a lot for the help!

Ignacio

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