title: Is there a Package i need to install to get coeftest in R?
body: <p>I am trying to get the HC standard errors from a set of data using  </p>
  
  <pre><code>coeftest(Partc, df = Inf, vcov = vcovHC(fm1, type = "HC1"))
  </code></pre>
  
  <p>but it returns the error:</p>
  
  <pre><code>Error in coeftest(Partc, df = Inf, vcov = vcovHC(fm1, type = "HC1")) : 
     could not find function "coeftest"
  </code></pre>
  
  <p>Am I missing the package required to do this? </p>