Hi all, It seems that I can get White's (HC3) test using MASS. The syntax I used for the particular problem is
anova(scireg3, white.adjust="hc3") where scireg3 is an object from the lm function. But, the anova summary table is all I get. I don't get the new estimates or standard errors correcting for heteroskedasticity. Is there a way to get that information? Thanks in advance, David -- =========================================================================== David Kaplan, Ph.D. Professor Department of Educational Psychology University of Wisconsin - Madison Educational Sciences, Room, 1061 1025 W. Johnson Street Madison, WI 53706 email: [EMAIL PROTECTED] homepage: http://www.education.wisc.edu/edpsych/facstaff/kaplan/kaplan.htm Phone: 608-262-0836 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
