[R] hetglm() and robust standard errors

[ChrisR]

Hi everyone,
I am using the hetglm() command from the package 'glmx' (0.1-0). It seems
that hetglm() is incompatible with the robust standard errors estimator
provided in the 'AER' package: coeftest(mymodel,vcov=vcovHC)
Any suggestions how I could obtain robust standard errors for the
heteroscedastic probit?

Thanks,
Chris



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