[R] memisc-Tables with robost standard errors
rstuff.miles at gmail.com
Thu Jan 6 02:38:25 CET 2011
I always use apsrtable in the apsrtable package, which allows you to
specify a vcov matrix using the "se" option. The only trick is that
you have to append it to your model object, something like this:
fit=lm(y ~ x)
On Jan 5, 2011, at 7:57 PM, Jan Henckens wrote:
> I've got a question concerning the usage of robust standard errors
> in regression using lm() and exporting the summaries to LaTeX using
> the memisc-packages function mtable():
> Is there any possibility to use robust errors which are obtained by
> vcovHC() when generating the LateX-output by mtable()?
> I tried to manipulate the lm-object by appending the "new"
> covariance matrix but mtable seems to generate the summary itself
> since it is not possible to call mtable(summary(lm1)).
> I'd like to obtain a table with the following structure (using
> standard errors I already worked out how to archieve it):
> Variable & Coeff. & robust S.E. & lower 95% KI & upper 95% KI \\
> Var1 & x.22^(*) & (xxxxx) & [xxxxx & xxxxx] \\
> Maybe someone has any suggestions how to implement this kind of table?
> Best regards,
> Jan Henckens
> jan.henckens | jöllenbecker str. 58 | 33613 bielefeld
> tel 0521-5251970
> R-help at r-project.org mailing list
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
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