Re: [R] Robust standard errors in logistic regression

From: Frank E Harrell Jr <f.harrell_at_vanderbilt.edu>
Date: Wed 05 Jul 2006 - 02:23:34 EST

Celso Barros wrote:
> I am trying to get robust standard errors in a logistic regression. Is there
> any way to do it, either in car or in MASS?

>
> Thanks for the help,
>
> Celso

One way to do it is to install the Hmisc and Design packages then

f <- lrm(y ~ rcs(age,5)*sex+race, x=TRUE, y=TRUE) g <- robcov(f) # replaces variance-covariance matrix with sandwich estimator; can also adjust for intra-cluster correlations h <- bootcov(f) # bootstrap covariance matrix, also allows clusters

-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University

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Received on Wed Jul 05 02:25:25 2006

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