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

Frank E Harrell Jr f.harrell at vanderbilt.edu
Tue Mar 3 01:27:03 CET 2009


Jan Schulz wrote:
> 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

Standardized regression coefficients are getting to be out of fashion 
for a host of reasons including the emphasis they place on binary 
predictors of very low prevalence.

Frank
-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University




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