clx<-
  function(fm, dfcw, cluster){
    # R-codes (www.r-project.org) for computing
    # clustered-standard errors. Mahmood Arai, Jan 26, 2008.
    
    # The arguments of the function are:
    # fitted model, cluster1 and cluster2
    # You need to install libraries `sandwich' and `lmtest'
    
    # reweighting the var-cov matrix for the within model
    library(sandwich);library(lmtest)
    M<- length(unique(cluster))
    N<- length(cluster)
    K<- fm$rank
    dfc<- (M/(M-1))*((N-1)/(N-K))
    uj<- apply(estfun(fm),2, function(x) tapply(x, cluster, sum));
    vcovCL<- dfc*sandwich(fm, meat=crossprod(uj)/N)*dfcw
    coeftest(fm, vcovCL) 
    return(vcovCL)}