[R] glm and Newey-West estimator

[Christof Bigler]

Dear R-users,

has anybody combined the glm function with the Newey-West estimator of 
variance, similar as in Stata 7.0? I'd like to estimate corrected 
standard errors within a logistic regression model, taking into account 
the auto-correlated binary observations within individuals.
I use R1.5.1 on Mac OS X (10.2).

Thanks,
Christof

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