Hi,
after looking around I was not able to get info about these two questions:
1. Is there a function to have a jackknifed corrected var/cov estimate (as
described in MacKinnon and White 1985) in a standard OLS regression?
2. Does R possess a LAD (Least Absolute Deviation) regression
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Angelo Secchi
Sent: Wednesday, February 08, 2006 8:23 AM
To: r-help@stat.math.ethz.ch
Subject: [R] rob var/cov + LAD regression
Hi,
after looking around I was not able to get info about
Angelo Secchi wrote:
Hi,
after looking around I was not able to get info about these two questions:
1. Is there a function to have a jackknifed corrected var/cov estimate
(as described in MacKinnon
and White 1985) in a standard OLS regression?
Not sure, but look at package sandwich
On Feb 8, 2006, at 10:22 AM, Angelo Secchi wrote:
1. Is there a function to have a jackknifed corrected var/cov
estimate (as described in MacKinnon and White 1985) in a standard
OLS regression?
package: sandwich
2. Does R possess a LAD (Least Absolute Deviation) regression
