Dear Brian, How about sqrt(diag(hccm(mod)))? If that's too onerous, then you could define a function to do it, e.g.,
wse <- function(mod) sqrt(diag(hccm(mod))) and then enter wse(mod). If you want a more complete, table-like summary of the model using White standard errors, then you could easily write a function to provide that. Regards, John -------------------------------- John Fox Department of Sociology McMaster University Hamilton, Ontario Canada L8S 4M4 905-525-9140x23604 http://socserv.mcmaster.ca/jfox -------------------------------- > -----Original Message----- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of Brian Quinif > Sent: Thursday, April 27, 2006 7:34 PM > To: r-help@stat.math.ethz.ch > Subject: [R] function for linear regression with White std. errors > > 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 ______________________________________________ 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
