How to translate from stata to R

[diep_ktc1]

In stata, I regressed OLS (pannel data) by the following code:
reg lrgdpchlight lrgdpchWDI t* country*, cluster(iso_n) (iso_n =country)

where
t* is year fixed effect,
country* is country fixed effect.
I used cluster (by country) . However, I do not know how to do the same thing in R?

In R --> lm( y~x + factor(year) + factor(country) ) ----> how about include cluster((country) in R ?

[nirgrahamuk]

Hi!

To help us help you, could you please prepare a reproducible example (reprex) illustrating your issue? Please have a look at this guide, to see how to create one:

FAQ: How to do a minimal reproducible example ( reprex ) for beginners

A minimal reproducible example consists of the following items: A minimal dataset, necessary to reproduce the issue The minimal runnable code necessary to reproduce the issue, which can be run on the given dataset, and including the necessary information on the used packages. Let's quickly go over each one of these with examples: Minimal Dataset (Sample Data) You need to provide a data frame that is small enough to be (reasonably) pasted on a post, but big enough to reproduce your issue. Let's say, as an example, that you are working with the iris data frame head(iris) #> Sepal.Length Sepal.Width Petal.Length Petal.Width Species #> 1 5.1 3.5 1.4 0.…

[rwalker]

r package plm estimates twoway fixed effects models and the sandwich package may help you with the variance/covariance matrix of the estimators.

I would suggest reading the Journal of Statistical Software piece on plm.

[diep_ktc1]

Thank you so much. I got it

[rwalker]

If it is the solution to your problem, you might flag the solution and close the issue for the benefit of the community.