You may get a helpful response here, but generally speaking, this list is about R **programming**, and statistical issues/tutorials are off topic. You might try https://stackoverflow.com/questions/tagged/statistics if you don't get adequate help here.
-- Bert On Sun, Oct 2, 2022 at 6:42 AM Simone Mascia <[email protected]> wrote: > Is there a way to estimate Robust standard errors when using a nls() > function? I'm trying to fit some data to a complicated model and everything > works fine with nls() but I also wanted to obtain a robust estimate of my > errors. > > I tried "coeftest(m, vcov=sandwich)" and it seems to work, but so does > "coeftest(m, vcov = NeweyWest(m, lag = 4))" or "coeftest(m, vcov = > kernHAC(m, kernel = "Bartlett", bw = 5, prewhite = FALSE, adjust = > FALSE))". They return different error estimates so I wanted you to help me > understand what I should do, if I'm doing something wrong and other stuff. > > Thank you > > [[alternative HTML version deleted]] > > ______________________________________________ > [email protected] mailing list -- To UNSUBSCRIBE and more, see > 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. > [[alternative HTML version deleted]] ______________________________________________ [email protected] mailing list -- To UNSUBSCRIBE and more, see 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.
