L.Stirton at uea.ac.uk
2007-Aug-13 12:49 UTC
[R] Robust estimators for ordered logistic regression
Hello, I am trying to estimate an ordered logistic regression in R, and I wish to use robust estimators. Can this be (simply) done? More specifically, can this be done using polr (in MASS) together with sandwich. I am using R 2.5.1 on Mac OS 10.4.10. If not, is there any other way? I can fit a model using polr, and then try:>coeftest(fit8.polr, df=NULL, vcovHC(fit8.polr, type="HC3"))When I do this R returns the error: Error in estfun(x) : no applicable error for "estfun" This is the first time I have tried to use sandwich, so I wouldn't be surprised if I was doing something dumb--but I can't see what. I have been working through Achim Zeileis's "Econometric Computing with HC and HAC Covariance Matrix Estimators". Any help greatly appreciated. Lindsay Stirton