I am trying to implement panel corrected standard errors (pcse) in R
where there is missing data. Does anyone know of an existing program
that does this so I don't have to write it myself?
Franzese has done this in Gauss
http://www-personal.umich.edu/~franzese/pcse.documentation.pdf.
I am basically trying to replicate Stata's xtpcse.
Thanks,
Andy