[R] Clustered Standard Errors?

[David L Carlson]

Updates to lm() would be documented in the manual page for the function. Reading the link it appears that you do not have to write your own function, Mahmood Ara in Stockholm University has already done it for you. You just have to learn how to copy a function from a web site and paste it into an R script file. Given the cost of a single business license for STATA in the US for moderate-sized datasets of $1,195 (perpetual) versus the cost of R, $0 (perpetual), it would seem to be worth the bother.

-------------------------------------
David L Carlson
Department of Anthropology
Texas A&M University
College Station, TX 77840-4352


-----Original Message-----
From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of Ignacio Martinez
Sent: Monday, November 16, 2015 9:28 AM
To: r-help
Subject: [R] Clustered Standard Errors?

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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