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Notes on R statistics and programming language
Monday, January 12, 2004
Some good R functions:
names(object) reports all of the elements in the object. Useful as a reminder after lm to get all of the returned stuff.
vcov(lm.object) and hccm(lm.object) give the var-covar matrix and White's var covar matrix. Need to load library(car) to get hccm.
sqrt(diag(hccm(lm.object,type=hc1))) gives the same standard errors as comma robust in Stata.
Named vectors can be accessed by index:
sqrt(diag(hccm(lm.object,type=hc1))) ["myvar"]
Sweave is cool
names(object) reports all of the elements in the object. Useful as a reminder after lm to get all of the returned stuff.
vcov(lm.object) and hccm(lm.object) give the var-covar matrix and White's var covar matrix. Need to load library(car) to get hccm.
sqrt(diag(hccm(lm.object,type=hc1))) gives the same standard errors as comma robust in Stata.
Named vectors can be accessed by index:
sqrt(diag(hccm(lm.object,type=hc1))) ["myvar"]
Sweave is cool
