Bo, Try using RSiteSearch with the strings 'huber-white', 'sandwich' or even 'clustered standard errors'.
You may also want to consider a mixed models approach -- see: http://www.stat.columbia.edu/~cook/movabletype/archives/2007/11/clustered_stand.html HTH, Kingsford Jones On Tue, Sep 16, 2008 at 12:01 PM, Bo Cowgill <[EMAIL PROTECTED]> wrote: > I can't seem to find the right set of commands to enable me to do perform a > regression with cluster-adjusted standard-errors. There seems to be nothing > in the archives about this -- so this thread could help generate some useful > content. > > I've searched everywhere. Can anyone point me to the right set of commands? > An example would be most helpful as well. > > Bo > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > 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 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.