[R] function for linear regression with White std. errors
tlumley at u.washington.edu
Fri Apr 28 16:16:12 CEST 2006
On Thu, 27 Apr 2006, Brian Quinif wrote:
> Thanks for the suggestion, but tomorrow I am teaching a little seminar
> for my department trying to convince people about how wonderful R is.
> These people are all Stata users, and they really like the idea that
> they only have to type ", robust" to get het. consistent std. errors.
This really is a unique feature of Stata. It's not hard to add the
standard errors to glm(), but it is harder to make other functions such as
predict() use them properly.
The survey package gives these standard errors by default, but that might
also be regarded as too much work.
Thomas Lumley Assoc. Professor, Biostatistics
tlumley at u.washington.edu University of Washington, Seattle
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