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I'd always just use Stata for this when possible since it's so simple. If you do have to use R though, you'd need to specify that the variance-covariance matrix be HC1 (which is one used by Stata). If mod is your model, use coeftest(mod, vcov = vcovHC(mod, type="HC1")). There are also...

I was also wondering if it was possible to somehow weigh for sentiment in R, but I don't think there is. Regarding @mcshaz there are consulting statisticians at some consulting firms out there like KR Love Consulting (krloveqcc.com) or Ong Quantitative Consulting (ongqc.com) etc