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-boun...@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 [[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. ______________________________________________ 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.
