title: How to get clustered standard errors in R? Misceadds package doesn't install
body: <p>I am trying to install the package Miceadds to estimate clustered standard errors but it doesn't install on my computer. I am using mac. Instead, now I am trying the coeftest function from one of the packages installed. </p>
  
  <p>The coeftest function, however, doesn't give the correct result for the probit regression I have run earlier since the errors don't change no matter which cluster I use. </p>
  
  <pre><code>install.packages("sandwich")
  install.packages("plm")
  install.packages("lmtest")
  library(sandwich)
  library(plm)
  library(lmtest)
  coeftest(probitreg1, vcov.=vcovHC(probitreg, cluster= c("state", "year")))
  coeftest(probitreg1, vcov.=vcovHC(probitreg, cluster= "year"))
  </code></pre>
  
  <p>The clustered standard errors are coming out to be smaller than I expected even though ideally, they should be larger since intra-state variation in voting will lead to underestimated standard errors. Am I using the coeftest correctly?</p>