Message-ID: <013901c1d146$9ff78800$2ffd070a@rn.byu.edu>
Date: 2002-03-22T02:09:40Z
From: Grant Farnsworth
Subject: heteroskedasticity-robust standard errors
I am trying to compute the white heteroskedasticity-robust standard errors
(also called the Huber standard errors) in a linear model, but I can't seem
to find a function to do it. I know that the design library in S+ has
something like this (robcov?), but I have not yet seen this library ported
to R.
Anyone know if there is already a function built into R to do this
relatively simple job?
Thanks,
Grant
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Grant Verdell Farnsworth
gvf at email.byu.edu
http://thegrantman.freewebsites.com
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