Hello, I am trying to estimate an ordered logistic regression in R, and I wish to use robust estimators. Can this be (simply) done? More specifically, can this be done using polr (in MASS) together with sandwich. I am using R 2.5.1 on Mac OS 10.4.10. If not, is there any other way?
I can fit a model using polr, and then try: >coeftest(fit8.polr, df=NULL, vcovHC(fit8.polr, type="HC3")) When I do this R returns the error: Error in estfun(x) : no applicable error for "estfun" This is the first time I have tried to use sandwich, so I wouldn't be surprised if I was doing something dumb--but I can't see what. I have been working through Achim Zeileis's "Econometric Computing with HC and HAC Covariance Matrix Estimators". Any help greatly appreciated. Lindsay Stirton ______________________________________________ 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 and provide commented, minimal, self-contained, reproducible code.
