[R] latex output of regressions with standardized regression coefficients and t-statistics based on Huber-White

Jan Schulz jasc at gmx.net
Tue Mar 3 01:15:41 CET 2009


Hello,

first of all: I'm new to R and have only used SPSS befor this (which 
can't do this at all...).

I'm trying to output some regression results to latex. The regressions 
are normal OLS and I'm trying to output the results with standardized 
regression coefficients and t-statistics based on "Huber-White sandwich 
estimator for variance". The final result should be one big table for 
several regressions with this data (and N, R^2).

I found the mtable package, which does what I need for lm(...) 
regressions, lm.beta to output standardized coefficients and package 
"sandwich" to output the corrected t-statistics (using "coeftest(x, vcov 
= vcovHAC(x))").

What I couldn't figure out how to put that all together, so that I get a 
latex table with standardized regression coefficients and corrected 
t-statistics based on H-W sandwich.

Is there a way to get this in R and if yes: how?

Thanks in advance,

Jan
-- 
jasc at gmx.net




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