R help - May 2007 - clustered standarderrors using design package

Please help,

I have a strange problem. I've got a balanced panel data set. I use dummy
variable regression and I've got results with lm function.

summary(lm(y ~ post + t19961 + t19962 + t19963 + t19964 + t19971 + t19972
+ t19973 + t19974 + t19981+factor( id)))


The problem is that I would like to get my standard errors clustered but
then gets the following error message:

f<-(lm(y ~ post + t19961 + t19962 + t19963 + t19964 + t19971 + t19972 +
t19973 + t19974 + t19981+factor( id)))
library(Design)
g.clust1 <- robcov(f, id)
Error in match.arg(type) : 'arg' should be one of working, response,
deviance, pearson, partial

All my variables is vectors and I've tried with other variables inside and
outside the model and all results in the same errormessage.

Best regards

Anders Eklund
Stockholm, Sweden.

Anders Eklund wrote:
> Please help,
> 
> I have a strange problem. I've got a balanced panel data set. I use
dummy
> variable regression and I've got results with lm function.
> 
> summary(lm(y ~ post + t19961 + t19962 + t19963 + t19964 + t19971 + t19972
> + t19973 + t19974 + t19981+factor( id)))
> 
> 
> The problem is that I would like to get my standard errors clustered but
> then gets the following error message:
> 
> f<-(lm(y ~ post + t19961 + t19962 + t19963 + t19964 + t19971 + t19972 +
> t19973 + t19974 + t19981+factor( id)))
Omit id from the model (usually) and do
library(Design)

f <- ols(y ~ post + . . . , x=TRUE,  y=TRUE)
g.clust1 <- robcov(f, id)

Frank
> library(Design)
> g.clust1 <- robcov(f, id)
> Error in match.arg(type) : 'arg' should be one of working,
response,
> deviance, pearson, partial
> 
> All my variables is vectors and I've tried with other variables inside
and
> outside the model and all results in the same errormessage.
> 
> Best regards
> 
> Anders Eklund
> Stockholm, Sweden.
> 
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> 

-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University