[R] Robust standard errors
Nirmala Ravishankar
ravishan at fas.harvard.edu
Mon Mar 24 05:36:45 CET 2003
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 Ravishankar
**********************************************************************
Nirmala Ravishankar
First Year Graduate Student,
Government Department,
Harvard University
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