[R] extend summary.lm for hccm?

ivo welch ivowel at gmail.com
Sun Dec 24 02:46:46 CET 2006


dear R experts:

I wonder whether it is possible to extend the summary method for the
lm function, so that it uses an option "hccm" (well, model "hc0").  In
my line of work, it is pretty much required in reporting of almost all
linear regressions these days, which means that it would be very nice
not to have to manually library car, then sqrt the diagonal, and
recompute T-stats; instead, I would love to get everything in the same
format as the current output---except errors heteroskedasticity
adjusted.

easy or hard?

regards,

/iaw



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