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
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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
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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