Re: [R] Incorporating the results of White's HCCM into a linear regression:

2009-12-03 Thread Yoseph Zuback
cients are unchanged. > > Please provide your affiliation in e-mail postings. > > Frank > > > Yoseph Zuback wrote: > >> Using hccm() I got a heteroscedasticity correction factor on the diagonal >> of >> the return matrix, but I don't know ho

[R] Incorporating the results of White's HCCM into a linear regression:

2009-12-02 Thread Yoseph Zuback
Using hccm() I got a heteroscedasticity correction factor on the diagonal of the return matrix, but I don't know how to incorporate this into my linear model: METHOD 1: > OLS1 <- lm(formula=uer92~uer+low2+mlo+spec+degree+hit) Coefficients: Estimate Std. Error t value Pr(>|t|) (Inte

[R] Arguments for Plot()

2009-11-17 Thread Yoseph Zuback
Hello, I found a really awesome argument for the plot() function yesterday, I didn't write it down and really regretting it as I can't find the post that has it. I have a plot(e,y) One value really deviates and throws my y-axis off. I know I can do something like this: "x = seq(-0.4, 0.4, lengt