[R] sandwich package: HAC estimators

[Leonardo Ferreira Fontenelle]

Em Sáb 28 mai. 2016, às 15:50, Achim Zeileis escreveu:
> On Sat, 28 May 2016, T.Riedle wrote:
> > I thought it would be useful to incorporate the HAC consistent 
> > covariance matrix into the logistic regression directly and generate an 
> > output of coefficients and the corresponding standard errors. Is there 
> > such a function in R?
> 
> Not with HAC standard errors, I think.
> 

Don't glmrob() and summary.glmrob(), from robustbase, do that?


Leonardo Ferreira Fontenelle, MD, MPH