Displaying 1 result from an estimated 1 matches for "thegrantman".
2002 Mar 22
3
heteroskedasticity-robust standard errors
...has
something 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"...