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 | jöllenbecker str. 58 | 33613 bielefeld
tel 0521-5251970
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