Re: [R] Robust standard errors in logistic regression

From: Frank E Harrell Jr <>
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

______________________________________________ mailing list
PLEASE do read the posting guide!
Received on Wed Jul 05 02:25:25 2006

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.1.8, at Wed 05 Jul 2006 - 04:15:02 EST.

Mailing list information is available at Please read the posting guide before posting to the list.