Hello again,
Jan Schulz schrieb:
What I couldn't figure out how to put that all together, so that I get a
latex table with standardized regression coefficients and corrected
t-statistics based on H-W sandwich.
Seems that there is a way, I just can't figure out how :-)
It seems to me, that I have to define a costume 'getSummary' function,
which will return a costum summary which in my case has the lm.beta as
coefficients and similar the t-statistics based on the vcovHAC().
Unfortunately I did not find any examples how to define my own
getSummary and after staring for about three hours on the output of
names(...) and the code of lm.beta, mtable and so on, I gave up.
So first: am I on the right way and if yes: is there a example of a
costume getSummary function and how to actualy call my mtable with that
costume function?
Bonus question: how can I change the formating of the output to have my
t-statistics next to the betas, not under it?
Thanks in advance,
Jan
--
j...@gmx.net
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