Re: [R] memisc-Tables with robost standard errors

2011-01-05 Thread Achim Zeileis
On Thu, 6 Jan 2011, Jan Henckens wrote: Hello, I've got a question concerning the usage of robust standard errors in regression using lm() and exporting the summaries to LaTeX using the memisc-packages function mtable(): Is there any possibility to use robust errors which are obtained by vc

Re: [R] memisc-Tables with robost standard errors

2011-01-05 Thread Andrew Miles
I always use apsrtable in the apsrtable package, which allows you to specify a vcov matrix using the "se" option. The only trick is that you have to append it to your model object, something like this: fit=lm(y ~ x) fit$se=vcovHC(fit) apsrtable(fit, se="robust") Andrew Miles On Jan 5, 201

[R] memisc-Tables with robost standard errors

2011-01-05 Thread Jan Henckens
Hello, I've got a question concerning the usage of robust standard errors in regression using lm() and exporting the summaries to LaTeX using the memisc-packages function mtable(): Is there any possibility to use robust errors which are obtained by vcovHC() when generating the LateX-output b