Re: [R] Robust standard errors in logistic regression

From: Achim Zeileis <>
Date: Wed 05 Jul 2006 - 02:54:17 EST

On Tue, 4 Jul 2006 13:14:24 -0300 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?

Package sandwich offers various types of sandwich estimators that can also be applied to objects of class "glm", in particular sandwich() which computes the standard Eicker-Huber-White estimate.

These robust covariance matrices can be plugged into various inference functions such as linear.hypothesis() in car, or coeftest() and waldtest() in lmtest.

See the man pages and package vignettes for examples. Z

> Thanks for the help,
> Celso
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> mailing list PLEASE do read the posting guide! Received on Wed Jul 05 03:10:22 2006

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