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 [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.