[R] Robust standard errors

Nirmala Ravishankar ravishan at fas.harvard.edu
Mon Mar 24 05:36:45 CET 2003


I am trying to calculate robust standard errors for a logit model.  I 
installed the package "car" and tried using hccm.default, but that 
required an lm object.  Is there some way to do a similar operation for a 
glm object?


x <- hccm.default(glm(winner ~ racebl + racehi + raceas + inchi + incmed + 
edhs + edcol + edba + agec1 + agec4 + sex + margin + regla + regbay + 
regsc + libcon+ pdem + poth, data = zol, family = binomial, weights = 
NULL))

Error in hccm.default(glm(winner ~ racebl + racehi + raceas + inchi +  : 
	requires an lm object
> 


Thanks,
Nirmala Ravishankar


 
**********************************************************************
Nirmala Ravishankar
First Year Graduate Student,
Government Department,
Harvard University



More information about the R-help mailing list