[R] (pscl) hurdle model and sandwich: applicable?

[Stefan Grosse]

Dear helpeR's,

I am estimating a hurdle model with the hurdle function of the pscl package. 
(negative binomial for the count data and logit for the hurdle).

I am interested in robust estimates. In stata I can do this with robust 
cluster(group). Since R is faster by roughly factor 20 in the model 
estimation I would like to use R for estimations but I like to obtain also 
robust estimates.

I tried the sandwich package and ended up with 
coeftest(model,df=Inf,vcov=NeweyWest) which gives me standard errors which 
are very close to those of the stata function with robust cluster(group).

Now I am wondering whether this method is applicable for the hurdle models ( I 
am not a statistician/econometrician) and whether it is problematic if it 
complains with:
"Error in estfun(x)/model.matrix(x) : non-conformable arrays" - although it 
still gives the test resultes.

Kind regards
Stefan
-- 
Microeconomics
University of Erfurt