Hello,<div>     I&#39;m a bit new to Gretl, so please excuse me if this is obvious. When running a regression, is there a way to cluster the errors around a particular variable? I want to allow the variance-covariance matrix of the errors to have a block-diagonal setup. In Stata, it&#39;s called &quot;clustered robust&quot;. Is this option available? Thanks very much.</div>

<div><br></div><div>Cheers,</div><div>Brian</div>