# Posts Tagged ‘ Standard Errors ’

## Standard, Robust, and Clustered Standard Errors Computed in R

June 15, 2012
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$Standard, Robust, and Clustered Standard Errors Computed in R$

Where do these come from? Since most statistical packages calculate these estimates automatically, it is not unreasonable to think that many researchers using applied econometrics are unfamiliar with the exact details of their computation. For the purposes of illustration, I am going to estimate different standard errors from a basic linear regression model: , using the