How can I do a Multiple Linear Regression Models with robust standard error? Thank in advance. D.F. -- Email.it, the professional e-mail, gratis per te: http://www.email.it/f Sponsor: Vieni a visitare il Garden Center Peraga. Seimila metri quadrati di esposizione per servire una clientela competente ed esigente. Clicca qui: http://adv.email.it/cgi-bin/foclick.cgi?mid=1480&d=9-10
On Thu, 9 Oct 2003 13:26:57 +0200 "daniele\.frison" <daniele.frison at email.it> wrote:> How can I do a > Multiple Linear Regression Models > with robust standard error? > Thank in advance. > D.F. > >One way: install.packages('Hmisc'); install.packages('Design') library(Design) f <- ols(y ~ x1 + ...., x=T, y=T) g <- robcov(f) # or bootcov to use bootstrap s.e.'s --- Frank E Harrell Jr Professor and Chair School of Medicine Department of Biostatistics Vanderbilt University