Hello everybody,





I am glade to write to send my greetings and to formulate a question. I am
M.Sc. student and I am applying R to process my data.



I want to run a 2SLS regression and then to apply Heteroskedasticity
Consistent Standard Errors to obtain the coefficients't-tests corrected by
robust standard errors. Working with package systemfit it is possible avoid
a problem with the standard errors. I was trying mixing the functions hccm
and robcov with tsls and systemfit, but I could not do it.



If somebody knows how to do it or could help me to solve the problem I will
thank you.



Thanks in advance.





Guillermo

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