On Mon, 16 Nov 2015, Ignacio Martinez wrote:
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.
For "lm" objects, the easiest solution is to use the "multiwayvcov"
package on CRAN.
Additionally, the "plm" package on CRAN offers further options beyond the
simple clustered standard errors.
Thanks a lot for the help!
Ignacio
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