Displaying 1 result from an estimated 1 matches for "appracite".
2008 Sep 04
2
Correct for heteroscedasticity using car package
...t the Heteroscedasticity-Corrected Covariance Matrix.
I am not sure what am I supposed to do with the matrix. I guess I should
run my model again telling it to use that matrix but I don't really find
the parameter in lm() to tell R so. I guess it should be somewhere in
weights?
I would really appracite if you could show me how I would do it or
recommend a text on how to correct heteroscedasticity with R.
Many thanks.
Roman Carrasco.