title: Fama MacBeth standard errors in R
body: <p>Does anyone know if there is a package that would run Fama-MacBeth regressions in R and calculate the standard errors?  I am aware of the <code>sandwich</code> package and its ability to estimate Newey-West standard errors, as well as providing functions for clustering.  However, I have not seen anything with respect to Fama-MacBeth.</p>