[R] robust standard error

2003-10-09 Thread daniele\.frison 
How can I do a 
Multiple Linear Regression Models
 with robust standard error?
Thank in advance.
D.F.



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Re: [R] robust standard error

2003-10-09 Thread Frank E Harrell Jr 
On Thu,  9 Oct 2003 13:26:57 +0200
daniele\.frison [EMAIL PROTECTED] wrote:

 How can I do a 
 Multiple Linear Regression Models
  with robust standard error?
 Thank in advance.
 D.F.
 
 

One way:

install.packages('Hmisc'); install.packages('Design')
library(Design)
f - ols(y ~ x1 + , x=T, y=T)
g - robcov(f)  # or bootcov to use bootstrap s.e.'s

---
Frank E Harrell JrProfessor and ChairSchool of Medicine
  Department of BiostatisticsVanderbilt University

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