[R] Robust standard errors in logistic regression
maechler at stat.math.ethz.ch
Wed Jul 5 10:25:59 CEST 2006
>>>>> "Celso" == Celso Barros <celso.barros at gmail.com>
>>>>> on Wed, 5 Jul 2006 04:50:29 -0300 writes:
Celso> By the way, I was wondering if there is a way to use rlm (from MASS)
Celso> to estimate robust standard errors for logistic regression?
rlm stands for 'robust lm'. What you need here is 'robust glm'.
I've already replied to a similar message by you,
mentioning the (relatively) new package "robustbase".
After installing it, you can
[or just glmrob(), after attaching the package by "library(robustbase)"]
and its summary function does provide you with robust standard
errors (and even P-values which you seem to like particularly ;-).
Martin Maechler, ETH Zurich
More information about the R-help