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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