subject:"\[R\] Robust Standard Error in R"

Re: [R] Robust Standard Error in R

2014-09-28 Thread Achim Zeileis

On Sun, 28 Sep 2014, Arnab Dutta wrote: Hi, In order to have robust standard errors in R, what would be the command that can generate results similar to the "robust" option in STATA? This usually refers to sandwich standard errors aka HC or HC0 in case of the linear regression model. Thes

Re: [R] Robust Standard Error in R

2014-09-28 Thread Ben Bolker

Arnab Dutta gmail.com> writes: > > Hi, > > In order to have robust standard errors in R, what would be the command > that can generate results similar to the "robust" option in STATA? I tried > using the "lmrob" command from the package "robustbase". With that, the > Adjusted R squared is q

[R] Robust Standard Error in R

2014-09-28 Thread Arnab Dutta

Hi, In order to have robust standard errors in R, what would be the command that can generate results similar to the "robust" option in STATA? I tried using the "lmrob" command from the package "robustbase". With that, the Adjusted R squared is quite different from the normal "lm" command. Thi