[R] Econometrics ...

[John Fox]

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
>package.

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


-----------------------------------------------------
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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