[R] Robust SE for lrm object

2010-03-05 Thread Patrick Shea
I'm trying to obtain the robust standard errors for a multinomial ordered logit model: mod6 <- lrm(wdlshea ~ initdesch + concap + capasst + qualrat + terrain,data=full2) The model is fine but when I try to get the RSE I get an error. coeftest(mod6, vcov = vcovHAC(mod6)) Error in match.arg(

[R] Two-stage Probit Least Squares

2010-01-18 Thread Patrick Shea
Has anyone successful conducted 2SPLS (or better yet, two stage conditional maximum likelihood) in R? If so, could you point me in the right direction? I have searched around, but have not seen any examples. Thanks, Patrick _