search for: nj248

Displaying 3 results from an estimated 3 matches for "nj248".

2013 Feb 06
1
Heteroscedasticity Plots
...ial regression plot and lots of standardized/studentized/partial plots. Thank you very much in advance! Nicole - Nicole Janz, PhD Cand. Lecturer at Social Sciences Research Methods Centre 2012/13 University of Cambridge Department of Politics and International Studies www.nicolejanz.de | nj248 at cam.ac.uk | Mobile: +44 (0) 7905 70 1 69 4 Skype: nicole.janz
2013 Jan 28
2
Adjusted R-squared formula in lm()
...ent interpretations? My two questions in short: Which formula is used by R lm()? How can I interpret it? Thank you! Nicole Janz, PhD Cand. Lecturer at Social Sciences Research Methods Centre 2012/13 University of Cambridge Department of Politics and International Studies www.nicolejanz.de | nj248@cam.ac.uk | Mobile: +44 (0) 7905 70 1 69 4 Skype: nicole.janz [[alternative HTML version deleted]]
2013 Mar 30
1
vcovHC and arima() output
Dear all, how can I use vcovHC() to get robust/corrected standard errors from an arima() output? I ran an arima model with AR(1) and got the estimate, se, zvalue and p-value using coeftest(arima.output). However, I cannot use vcovHC(arima.output) to get corrected standard errors. It seems vcovHC works only with lm and plm objects? Is there another way I can get robust/corrected