memisc-Tables with robost standard errors
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 | j?llenbecker str. 58 | 33613 bielefeld tel 0521-5251970
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