[R] latex output of regressions with standardized regression coefficients and t-statistics based on Huber-White
Jan Schulz
jasc at gmx.net
Tue Mar 3 01:15:41 CET 2009
Hello,
first of all: I'm new to R and have only used SPSS befor this (which
can't do this at all...).
I'm trying to output some regression results to latex. The regressions
are normal OLS and I'm trying to output the results with standardized
regression coefficients and t-statistics based on "Huber-White sandwich
estimator for variance". The final result should be one big table for
several regressions with this data (and N, R^2).
I found the mtable package, which does what I need for lm(...)
regressions, lm.beta to output standardized coefficients and package
"sandwich" to output the corrected t-statistics (using "coeftest(x, vcov
= vcovHAC(x))").
What I couldn't figure out how to put that all together, so that I get a
latex table with standardized regression coefficients and corrected
t-statistics based on H-W sandwich.
Is there a way to get this in R and if yes: how?
Thanks in advance,
Jan
--
jasc at gmx.net
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