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.
How to do Clustered Standard Errors for Regression in R?
1 message · kevingoulding