Re: [R] Huber-white cluster s.e. after optim?

2008-04-14 Thread Peter Muhlberger
olic method of specifying linear hypothesis tests. I have been using that extensively. Cheers, Peter On Mon, Apr 14, 2008 at 6:52 AM, Achim Zeileis <[EMAIL PROTECTED]> wrote: > On Thu, 10 Apr 2008, Peter Muhlberger wrote: > > This is on my wishlist for "sandwich" for a l

[R] Huber-white cluster s.e. after optim?

2008-04-09 Thread Peter Muhlberger
Hi Bill: Thanks for the reply! As you've no doubt guessed, I'm not a statistician (I'm a social scientist). I hadn't given thought to modeling the cluster-based covariance explicitly--interesting possibility. My responses are drawn from some 60 discussion groups, and a critic of my current

[R] Huber-white cluster s.e. after optim?

2008-04-09 Thread Peter Muhlberger
I've used optim to analyze some data I have with good results, but need to correct the var-cov matrix for possible effects of clustering of observations (respondents) in small groups (non-independence). Is there any function to adjust the matrix? I heard some time ago that the vcovHC function wou