Displaying 2 results from an estimated 2 matches for "summaryhccm".
2008 Dec 30
1
extend summary.lm for hccm?
Hi!
I am trying to estimate Engel curves using a big sample (>42,000) using lm and
taking heteroskedasticity into account by using the summaryHCCM posted here by
John Fox (Mon Dec 25 16:01:59 CET 2006).
Having used the SIC (with MASS stepAIC) to determine how many powers to use I
estimate the model:
> # =========================================
> summary.lm(fit.lm.5)
Call:
lm(formula = energyshare ~ 1 + I(x.log) + I(x.log^2) + I(x.lo...
2006 Dec 26
1
Colored Dendrogram
...erable solution.
>
> > or you can put this into a specialized summary() function as
> > John suggested (where you probably would want the F statistic
> > to use the other vcov as well).
>
> Good point. Here's a modified version that also fixes up the F-test:
>
> summaryHCCM.lm <- function(model, type=c("hc3", "hc0", "hc1", "hc2",
> "hc4"),
>
> ...){
> if (!require(car)) stop("Required car package is missing.")
> type <- match.arg(type)
> V <- hccm(model, type=type)
>...