Is there a Package i need to install to get coeftest in R?

Question

I am trying to get the HC standard errors from a set of data using

coeftest(Partc, df = Inf, vcov = vcovHC(fm1, type = "HC1"))

but it returns the error:

Error in coeftest(Partc, df = Inf, vcov = vcovHC(fm1, type = "HC1")) : 
   could not find function "coeftest"

Am I missing the package required to do this?

Solution

The package lmtest contains a function called coeftest, that seems to be what you are looking for.

Installing that package should solve your issue.

install.packages("lmtest")

Comments

[Allan Cameron]

Here is the first hit on a google search for "r function coeftest", suggesting you need to install.packages("lmtest")

[Ben Bolker]

don't forget to run library("lmtest") after you do the installation. (Installation needs to be done only once per computer/R installation, library() needs to be done in each new session.) install.packages("sos"); findFn("coeftest") can help for these kinds of problems in the future.