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 -- View this message in context: http://r.789695.n4.nabble.com/How-to-do-Clustered-Standard-Errors-for-Regression-in-R-tp867787p3591217.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
