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?