[R] Robust regression with groups

Angelo Secchi secchi at sssup.it
Wed Oct 20 15:22:39 CEST 2004

I have data on a group of subjects in different years. I should assume
that observations regarding different individuals are independent but
observations for the same individual in different years are not and I
would like to have an estimated standard error (and variance-covariance
matrix) taking into account this problem.

More in general is there a way in R to run a (robust)regression having
different groups in the observations and specifying that the observation
are independent across groups but not necessarily independent within


More information about the R-help mailing list