latex output of regressions with standardized regression coefficients and t-statistics based on Huber-White
Jan Schulz wrote:
Hello, first of all: I'm new to R and have only used SPSS befor this (which can't do this at all...). I'm trying to output some regression results to latex. The regressions are normal OLS and I'm trying to output the results with standardized regression coefficients and t-statistics based on "Huber-White sandwich estimator for variance". The final result should be one big table for several regressions with this data (and N, R^2). I found the mtable package, which does what I need for lm(...) regressions, lm.beta to output standardized coefficients and package "sandwich" to output the corrected t-statistics (using "coeftest(x, vcov = vcovHAC(x))"). What I couldn't figure out how to put that all together, so that I get a latex table with standardized regression coefficients and corrected t-statistics based on H-W sandwich. Is there a way to get this in R and if yes: how? Thanks in advance, Jan
Standardized regression coefficients are getting to be out of fashion for a host of reasons including the emphasis they place on binary predictors of very low prevalence. Frank
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University