Dear R users, I am trying to run a logistic regression using zelig. The simple logistic regression works well but now I want to have HAC robust standard errors. I have read in the manual that there is an option called "robust" and that zelig() computes robust SE via the sandwich package. However, it doesn't work. My code looks as follows:
crisis_bubble4<-zelig(stock.market.crash~crash.MA+bubble.MA+MP.MA<http://mp.ma/>+UTS.MA<http://uts.ma/>+UPR.MA<http://upr.ma/>+PPI.MA<http://ppi.ma/>+RV.MA<http://rv.ma/>,robust=TRUE,model="logit",data=Data_logitregression_movingaverage) Error in glm.control(robust = TRUE) : unused argument (robust = TRUE) I took this code from the zelig manual and don't understand why I get an error. What is more, I want to calculate NeweyWest SE or the SE using the weights by Andrews via the kernHAC function. How can I do that? Thanks for your support. Kind regards [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
