[R] Robust SE for lrm object
dwinsemius at comcast.net
Sat Mar 6 06:10:37 CET 2010
On Mar 5, 2010, at 11:54 PM, Patrick Shea wrote:
> I'm trying to obtain the robust standard errors for a multinomial
> ordered logit model:
> mod6 <- lrm(wdlshea ~ initdesch + concap + capasst + qualrat +
> The model is fine but when I try to get the RSE I get an error.
> coeftest(mod6, vcov = vcovHAC(mod6))
> Error in match.arg(type) :
> 'arg' should be one of ordinary, score, score.binary,
> pearson, deviance, pseudo.dep, partial, ........etc.
> I'm a novice R user and am not sure how to address this problem. I
> have also tried to use alternatives (zelig, polr) but have had no
> luck. Any assistance on generating RSE for a multinomial order logit
> model would be appreciated
Have you loaded the library that contains the vcovHAC function?
(And do you know whether coeftest works with Design/rms objects?)
David Winsemius, MD
West Hartford, CT
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