[R] sandwich package: HAC estimators
Leonardo Ferreira Fontenelle
leonardof at leonardof.med.br
Mon May 30 23:50:44 CEST 2016
Em Sáb 28 mai. 2016, às 15:50, Achim Zeileis escreveu:
> On Sat, 28 May 2016, T.Riedle wrote:
> > I thought it would be useful to incorporate the HAC consistent
> > covariance matrix into the logistic regression directly and generate an
> > output of coefficients and the corresponding standard errors. Is there
> > such a function in R?
> Not with HAC standard errors, I think.
Don't glmrob() and summary.glmrob(), from robustbase, do that?
Leonardo Ferreira Fontenelle, MD, MPH
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