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

[Roger Bivand]

Please do not repeat messages, it does not help.

Did you provide a reproducible example, perhaps from plm? Did you read the 
code in splm, for example on R-Forge, or check the development version on 
R-Forge https://r-forge.r-project.org/R/?group_id=352, 
install.packages("splm", repos="http://R-Forge.R-project.org")?

Did you reference any articles showing how this approach might be 
implemented? Do you know whether any such code exists? Are you thinking of 
Conley approaches? Such as: 
http://www.trfetzer.com/using-r-to-estimate-spatial-hac-errors-per-conley/ 
? Unfortunately, the dropbox link is now stale.

Please report back on your progress, contact the splm maintainer to offer 
ideas or assistance, and anyway provide a reproducible example and the 
references you are using.

Hope this helps,

Roger

On Tue, 15 Sep 2020, Pietro Andre Telatin Paschoalino wrote:

> 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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-- 
Roger Bivand
Department of Economics, Norwegian School of Economics,
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