[R-sig-Geo] How to cluster the standard errors in the SPLM function?

Pietro Andre Telatin Paschoalino P|etro_te|@to @end|ng |rom hotm@||@com
Tue Sep 15 15:18:54 CEST 2020


Hello everyone,

Could someone help me with splm (Spatial Panel Model By Maximum Likelihood) in R?

I want to know if is possible to cluster the standard errors by my individuals (like as in plm function). After a lot of research a found that there are more people with the same doubt, you can see this here, the person has the same problem as me:

https://stackoverflow.com/questions/36869932/clustered-standard-errors-in-spatial-panel-linear-models-splm

Thank you all.

[https://cdn.sstatic.net/Sites/stackoverflow/img/apple-touch-icon@2.png?v=73d79a89bded]<https://stackoverflow.com/questions/36869932/clustered-standard-errors-in-spatial-panel-linear-models-splm>

Pietro Andre Telatin Paschoalino
Doutorando em Ci�ncias Econ�micas da Universidade Estadual de Maring� - PCE.

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