Hi!
I am trying to estimate Engel curves using a big sample (>42,000) using lm and
taking heteroskedasticity into account by using the summaryHCCM posted here by
John Fox (Mon Dec 25 16:01:59 CET 2006).
Having used the SIC (with MASS stepAIC) to determine how many powers to use I
estimate the mo
Dear John (and other readers of this mailing list),
thanks for your help. It now raises two further questions, one directly
related to R and probably easy to answer, the other one a little off-topic.
John Fox wrote:
... (BTW, one
would not normally call summary.lm() directly, but rather use
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