I would like to know if there is a function that will run a linear regression and report the White (heteroscedasticity consistent) std. errors.
I've found the hccm() function in the car library, but that just gives me the White covariance matrix. I'd like to be able to see the White std. errors without having to do much more work, if possible. Thanks, Brian ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
