Re: [R] R's basic lm() and summary.lm functions

2013-05-11 Thread Achim Zeileis
On Sat, 11 May 2013, ivo welch wrote: coeftest with sandwich is indeed powerful and probably faster. I see one drawback: it requires at least three more packages: lmtest, sandwich, and in turn zoo, which do not come with standard R. But they should be easy enough to install... I also wonder

Re: [R] R's basic lm() and summary.lm functions

2013-05-11 Thread ivo welch
coeftest with sandwich is indeed powerful and probably faster. I see one drawback: it requires at least three more packages: lmtest, sandwich, and in turn zoo, which do not come with standard R. I also wonder whether I committed a bug in my own code, or whether there is another parameter I need t

Re: [R] R's basic lm() and summary.lm functions

2013-05-10 Thread Achim Zeileis
On Fri, 10 May 2013, ivo welch wrote: I ended up wrapping my own new "ols()" function in the end. it is my replacement for lm() and summary.lm. this way, I don't need to alter internals. in case someone else needs it, it is included. of course, feel free to ignore. If you use NeweyWest() f

Re: [R] R's basic lm() and summary.lm functions

2013-05-10 Thread ivo welch
I ended up wrapping my own new "ols()" function in the end. it is my replacement for lm() and summary.lm. this way, I don't need to alter internals. in case someone else needs it, it is included. of course, feel free to ignore. docs[["ols"]] <- c(Rd= ' @TITLE ols.R @AUTHOR ivo.we...@gmail.com

[R] R's basic lm() and summary.lm functions

2013-05-10 Thread ivo welch
dear R experts: I am contemplating the logic in R's lm() and summary(lm()) statements. the reason is that I want to extend the functionality of lm to give me both standardized coefficients and newey-west standard errors and Ts. I have the code and can stick it at the end of the lm() function (an