[R] function for linear regression with White std. errors
Brian Quinif
bquinif at gmail.com
Fri Apr 28 02:34:21 CEST 2006
I would like to know if there is a function that will run a linear
regression and report the White (heteroscedasticity consistent) std.
errors.
I've found the hccm() function in the car library, but that just gives
me the White covariance matrix. I'd like to be able to see the White
std. errors without having to do much more work, if possible.
Thanks,
Brian
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