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I am trying to learn R after using Stata and I must say that I love it. But now I am having some trouble. I am about to do some multiple regressions with Panel Data so I am using the plm package. Now I want to have the same results with plm in R as when I use the lm function and Stata when I perform a heteroscedasticity robust and entity fixed regression. Let's say that I have a panel dataset with the variables Y , ENTITY , TIME , V1 . I get the same standard errors in R with this code lm.model<-lm(Y ~ V1 + factor(ENTITY), data=data) coeftest(lm.model, vcov.=vcovHC(lm.model, type="HC1)) as when I perform this regression in Stata xi: reg Y V1 i.ENTITY, robust But when I perform this regression with the plm package I get other standard errors plm.model<-plm(Y ~ V1 , index=C("ENTITY","YEAR"), model="within", effect="individual", data=data) coeftest(plm.model, vcov.=vcovHC(plm.model, type="HC1)) Have I missed setting some options? Does the plm model use some other kind of estimation and if so how? Can I in some way have the same standard errors with plm as in Stata with , robust

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