Guillermo Julián San Martín
2007-Feb-16 10:39 UTC
[R] Sending greetings and a question !!!
Hello everybody, I am glade to write to send my greetings and to formulate a question. I am M.Sc. student and I am applying R to process my data. I want to run a 2SLS regression and then to apply Heteroskedasticity Consistent Standard Errors to obtain the coefficients't-tests corrected by robust standard errors. Working with package systemfit it is possible avoid a problem with the standard errors. I was trying mixing the functions hccm and robcov with tsls and systemfit, but I could not do it. If somebody knows how to do it or could help me to solve the problem I will thank you. Thanks in advance. Guillermo [[alternative HTML version deleted]]