subject:"\[R\] hetglm\(\) and robust standard errors"

Re: [R] hetglm() and robust standard errors

2014-04-15 Thread Achim Zeileis

On Mon, 14 Apr 2014, ChrisR wrote: Hi everyone, I am using the hetglm() command from the package 'glmx' (0.1-0). It seems that hetglm() is incompatible with the robust standard errors estimator provided in the 'AER' package: coeftest(mymodel,vcov=vcovHC) Any suggestions how I could obtain robust

[R] hetglm() and robust standard errors

2014-04-14 Thread ChrisR

Hi everyone, I am using the hetglm() command from the package 'glmx' (0.1-0). It seems that hetglm() is incompatible with the robust standard errors estimator provided in the 'AER' package: coeftest(mymodel,vcov=vcovHC) Any suggestions how I could obtain robust standard errors for the heteroscedast