Description Usage Arguments Value Note Author(s) See Also Examples

Compute clustered standard errors.

1 |

`fit` |
A model fit with |

`cluster.var` |
A character string naming the grouping/cluster variable. |

`data` |
A data frame containing |

Output from `coeftest`

(lmtest) but with clustered standard errors.

`clusterSE`

does not work with models fit with `lm`

, however a similar model
can be fit with `plm`

using the option `model = "pooling"`

. You can then
use `clusterSE`

to compute clustered standard errors and retest the coefficients.

Jonah Gabry <[email protected]>

1 2 3 4 5 6 7 8 9 | ```
## Not run:
# Model from plm help page:
data("Produc", package = "plm")
fit <- plm(log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp,
data = Produc, index = c("state","year"), model = "random")
clusterSE(fit, cluster.var = "state") # don't need data argument since "state" is included in index
## End(Not run)
``` |

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