[R] Robust standard error

[Bert Gunter]

You may get a helpful response here, but generally speaking, this list is
about R **programming**, and statistical issues/tutorials are off topic.
You might try
https://stackoverflow.com/questions/tagged/statistics
if you don't get adequate help here.

-- Bert

On Sun, Oct 2, 2022 at 6:42 AM Simone Mascia <masciasimone99 using gmail.com>
wrote:

> Is there a way to estimate Robust standard errors when using a nls()
> function? I'm trying to fit some data to a complicated model and everything
> works fine with nls() but I also wanted to obtain a robust estimate of my
> errors.
>
> I tried "coeftest(m, vcov=sandwich)" and it seems to work, but so does
> "coeftest(m, vcov = NeweyWest(m, lag = 4))" or "coeftest(m, vcov =
> kernHAC(m, kernel = "Bartlett", bw = 5, prewhite = FALSE, adjust =
> FALSE))". They return different error estimates so I wanted you to help me
> understand what I should do, if I'm doing something wrong and other stuff.
>
> Thank you
>
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>
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