Hello there, I have a linear regression model for which I estimated heteroskedasticity-robust (Huber-White) standard errors using the coeftest function in the lmtest-package.
Now I would like to inspect the predicted values of the dependent variable for particular groups and include a confidence interval for this prediction. My question: is it possible to estimate confidence intervals for the values predicted by a model with heteroskedasticity-robust standard errors? The usual predict() function doesn't accept the objects of class "coef" returned by coeftest. I'm not sure actually whether what I'm trying to do is statistically meaningful, so any general advice is welcome. Regards, Esther ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
