[R] Robust standard errors in logistic regression

Achim Zeileis Achim.Zeileis at wu-wien.ac.at
Tue Jul 4 18:54:17 CEST 2006

On Tue, 4 Jul 2006 13:14:24 -0300 Celso Barros wrote:

> I am trying to get robust standard errors in a logistic regression.
> Is there any way to do it, either in car or in MASS?

Package sandwich offers various types of sandwich estimators that can
also be applied to objects of class "glm", in particular sandwich()
which computes the standard Eicker-Huber-White estimate.

These robust covariance matrices can be plugged into various inference
functions such as linear.hypothesis() in car, or coeftest() and
waldtest() in lmtest.

See the man pages and package vignettes for examples.

> Thanks for the help,
>                                           Celso
> 	[[alternative HTML version deleted]]
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