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2002 Mar 22
3
heteroskedasticity-robust standard errors
...g like this (robcov?), but I have not yet seen this library ported to R. Anyone know if there is already a function built into R to do this relatively simple job? Thanks, Grant ------------------------------------------------------ Grant Verdell Farnsworth gvf at email.byu.edu http://thegrantman.freewebsites.com ------------------------------------------------------ -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the &quo...