[R] White's test again

[David Kaplan]

Hi all,

It seems that I can get White's (HC3) test using MASS.   The syntax I 
used for the particular problem is

anova(scireg3, white.adjust="hc3")

where scireg3 is an object from the lm function.  But, the anova summary 
table is all I get.  I don't get the new estimates or standard errors 
correcting for heteroskedasticity.  Is there a way to get that information?

Thanks in advance,

David


-- 
===========================================================================
David Kaplan, Ph.D.
Professor
Department of Educational Psychology
University of Wisconsin - Madison
Educational Sciences, Room, 1061
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email: dkaplan at education.wisc.edu
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Phone: 608-262-0836