First of all, thanks for your guide! Let me be more specific, here.
Using data(Housing) from Ecdat library I ran a regression raw.model<-lprice~llot+lbed+lbath+lsto+factor(driveway)+factor(recroom)+factor(fullbase)+factor(gashw)+factor(airco)+factor(prefarea)+factor(garagepl) coeftest(lm(raw.model)) and I got heteroskedasticity in significant level 5% such as below. bptest(lm(raw.model)) So, I corrected like this. sqrt(diag(hccm(lm(raw.model),type="hc1"))) This gave me the corrected std.errors. >From this moment, I want to test whether my parameters are individually and jointly significant since the new std.error will change coeftest(lm(raw.model))'s t, p and F value. Then, How can I get these new t, p, F? Is there any R command for this? -- View this message in context: http://r.789695.n4.nabble.com/After-heteroskedasticity-correction-how-can-I-get-new-confidential-interval-tp3095643p3095852.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
