[R] Econometrics ...

John Fox jfox at mcmaster.ca
Fri Oct 12 18:47:05 CEST 2001

At 10:10 AM 12/10/2001 -0300, John Janmaat wrote:

>Is there a package available for R which generates output commonly used
>by econometricians (eg., the Durbin-Watson statistic for serial
>correlation in regression residuals)?  I'm pretty sure most of the stuff
>is out there in assorted packages, under different names.  However, it
>would make my life, and that of my students, easier if it was all in one

Dear John,

The car package has some things that may be of use to you, including 
Durbin-Watson statistics (with p-values) and heteroscedasticity-corrected 
coefficient covariance matrices. The sem package has some functions for 
fitting structural-equation models.

I hope that this is of help,

John Fox
Department of Sociology
McMaster University
Hamilton, Ontario, Canada L8S 4M4
email: jfox at mcmaster.ca
phone: 905-525-9140x23604
web: www.socsci.mcmaster.ca/jfox

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