Displaying 2 results from an estimated 2 matches for "racehi".
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2003 May 11
2
gee
I am trying to use gee() to calculate the robust standard errors for a
logit model. My dataset (zol) has 195019 observations; winner, racebl,
raceas, racehi are all binary variables. ID is saved as a vector of
length 195019 with alternating 0's and 1's. I get the following error
message. I also tried the same command with corstr set to "independence"
and got the same error message.
> ID <- as.vector(array(0, nrow(zol)...
2003 Mar 24
2
Robust standard errors
I am trying to calculate robust standard errors for a logit model. I
installed the package "car" and tried using hccm.default, but that
required an lm object. Is there some way to do a similar operation for a
glm object?
x <- hccm.default(glm(winner ~ racebl + racehi + raceas + inchi + incmed +
edhs + edcol + edba + agec1 + agec4 + sex + margin + regla + regbay +
regsc + libcon+ pdem + poth, data = zol, family = binomial, weights =
NULL))
Error in hccm.default(glm(winner ~ racebl + racehi + raceas + inchi + :
requires an lm object
>
Thanks,
Nirmala...