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Dear useRs, a new version 2.0-0 of the sandwich package for estimating sandwich covariance matrices is available from the CRAN mirrors. The tools for computing heteroskedasticity (and autocorrelation) consistent covariance matrix estimators (also called HC and HAC estimators, including the Eicker-Huber-White estimator) have been generalized over the last releases from linear regression to general parametric models. These new object-oriented features of the sandwich package are also described in paper published in the Journal of Statistical Software (JSS) that accompanies this release. See...

I am trying to get robust standard errors in a logistic regression. Is there any way to do it, either in car or in MASS? Thanks for the help, Celso [[alternative HTML version deleted]]

...ECM Intercept bi -1 inf -1 bi -2 Equation bi -0.008627598 -0.006055985 0.758366 0.02512693 -0.1240975 Equation inf 0.131374112 -0.355994435 3.971587 0.20726565 -2.7661240 inf -2 Equation bi -0.007603223 Equation inf -0.224955971 Standard errors with Eicker-White covariance matrix estimator ECM Intercept bi -1 inf -1 bi -2 inf -2 Equation bi 0.004081985 0.01663758 0.08914615 0.02456267 0.08221155 0.01799844 Equation inf 0.034760850 0.08915086 1.66241171 0.19362012 0.93278372 0.06298056 Negative LL -183.1256 A...

CRAN (and crantastic) updates this week New packages ------------ * allan (1.0) Alan Lee http://crantastic.org/packages/allan Automates Large Linear Analysis Model Fitting * andrews (1.0) Jaroslav Myslivec http://crantastic.org/packages/andrews Andrews curves for visualization of multidimensional data * anesrake (0.3) Josh Pasek http://crantastic.org/packages/anesrake This