On Tue, 7 Apr 2009, Brian Quistorff wrote: When you estimate a model on panel data in gretl you have the option of two robust estimators of the covariance matrix -- Arellano and Beck-Katz -- both of which are "clustered" on the panel unit/group. See chapter 14 of the Gretl User's Guide for details. But at present gretl doesn't support "clustered robust" estimation outside of the case of panel data. Allin Cottrell