Marc,
Some time ago I found a comparison between these statistical software
packages by Hun Myoung Park. At least for panel data models he notices some
discrepancies between Stata and Limdep (as well as between SAS and SPSS):
http://www.indiana.edu/~statmath/stat/all/panel/panel.pdf
Although, I only tried Limdep one afternoon a couple of years ago (as I
mainly use Stata and occasionally R) I think the corresponding Limdep code
to regress... , robust cluster(code) is REGRESS;...; Cluster = code $
Best,
Johan
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