[R] probit with robust clustered errors?

John K. Williams sabesin2001 at gmail.com
Wed Dec 16 05:43:06 CET 2009


I attempted to use glmD from the Design library and then robcov to get
robust clustered errors from a probit model, but see now that Design
is not able to do this because "robcov needs the residuals method
for the fitter to allow a type="score" or type="hscore" (for Efron's
method) argument. Until someone adds score residuals to residuals.glm
robcov will not work for you"
(http://tolstoy.newcastle.edu.au/R/help/04/06/0273.html).  But that
was 6 years ago, does anyone know if there is a canned program
available now to do this?




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