I think if it's a linear regression, the package "car" does it for you.
But otherwise, you may have to calculate it on your own.
Kosuke
On Fri, 28 Mar 2003, John Bright wrote:
How does one implement the usage of robust standard
errors in R?
On 3/25/03 3:30 PM, "Kosuke Imai" <kimai(a)fas.harvard.edu> wrote:
Discard the previous message. Here is a better
way...
1. In your home directory,
mkdir .R
to create a directory for R
2. Create .Renviron file in your home directory, and
add the following line at the top of the file.
R_LIBS=~/.R/library
You can also define other things such as
R_NSIZE=5000k
3. Restart R
4. Type
options(CRAN ="http://cran.us.r-project.org/")
install.packages("car")
library("car")
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