Dear helpeR's, I am estimating a hurdle model with the hurdle function of the pscl package. (negative binomial for the count data and logit for the hurdle).
I am interested in robust estimates. In stata I can do this with robust cluster(group). Since R is faster by roughly factor 20 in the model estimation I would like to use R for estimations but I like to obtain also robust estimates. I tried the sandwich package and ended up with coeftest(model,df=Inf,vcov=NeweyWest) which gives me standard errors which are very close to those of the stata function with robust cluster(group). Now I am wondering whether this method is applicable for the hurdle models ( I am not a statistician/econometrician) and whether it is problematic if it complains with: "Error in estfun(x)/model.matrix(x) : non-conformable arrays" - although it still gives the test resultes. Kind regards Stefan -- Microeconomics University of Erfurt ______________________________________________ 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.
