[R] memisc-Tables with robost standard errors

[Andrew Miles]

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)
fit$se=vcovHC(fit)
apsrtable(fit, se="robust")

Andrew Miles


On Jan 5, 2011, at 7:57 PM, Jan Henckens wrote:

> Hello,
>
> 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
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.