Message-ID: <DD940A80E4A.00000341bearmarketsrule@inbox.com>
Date: 2009-05-08T17:48:19Z
From: Rob Denniker
Subject: Probit cluster-robust standard errors
If I wanted to fit a logit model and account for clustering of observations, I would do something like:
library(Design)
f <- lrm(Y1 ~ X1 + X2, x=TRUE, y=TRUE, data=d)
g <- robcov(f, d$st.year)
What would I do if I wanted to do the same thing with a probit model?
?robcov says the input model must come from the Design package, but the Design package appears not to do probit?
Thanks very much!
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