Re: [R] Heteroskedasticity and Autocorrelation in SemiPar package

2009-06-28 Thread Achim Zeileis
On Fri, 26 Jun 2009, Liviu Andronic wrote: On Fri, Jun 26, 2009 at 10:11 PM, Susan Chen wrote: Does anyone know how to report heteroskedasticity and autocorrelation-consistent standard errors when using the "spm" command in SemiPar package? Suppose the original command is sp1<-spm(y~x1+x2+f(x

Re: [R] Heteroskedasticity and Autocorrelation in SemiPar package

2009-06-26 Thread Liviu Andronic
On Fri, Jun 26, 2009 at 10:11 PM, Susan Chen wrote: > Does anyone know how to report heteroskedasticity and > autocorrelation-consistent standard errors when using the "spm" command in > SemiPar package? Suppose the original command is > sp1<-spm(y~x1+x2+f(x3), random=~1,group=id) > There's HAC()

[R] Heteroskedasticity and Autocorrelation in SemiPar package

2009-06-26 Thread Susan Chen
Hi all, Does anyone know how to report heteroskedasticity and autocorrelation-consistent standard errors when using the "spm" command in SemiPar package? Suppose the original command is sp1<-spm(y~x1+x2+f(x3), random=~1,group=id) Any suggestion would be greatly appreciated. Thanks, Susan