Most computer code will take a pile of numbers and return a pile of numbers. Reading the documentation should help you figure out where each measure is appropriate. It all depends on the purpose of a specific method and its assumptions and how those relate to your data, application, and model assumptions. It is important to know that information because it could change if you change your model or find other questions to ask of your data. There is no universal right answer.
Tim -----Original Message----- From: R-help <r-help-boun...@r-project.org> On Behalf Of Enrico Schumann Sent: Sunday, October 2, 2022 12:00 PM To: Simone Mascia <masciasimon...@gmail.com> Cc: r-help@r-project.org Subject: Re: [R] Robust standard error [External Email] On Sun, 02 Oct 2022, Bert Gunter writes: > On Sun, Oct 2, 2022 at 6:42 AM Simone Mascia > <masciasimon...@gmail.com> > wrote: > >> Is there a way to estimate Robust standard errors when using a nls() >> function? I'm trying to fit some data to a complicated model and >> everything works fine with nls() but I also wanted to obtain a robust >> estimate of my errors. >> >> I tried "coeftest(m, vcov=sandwich)" and it seems to work, but so >> does "coeftest(m, vcov = NeweyWest(m, lag = 4))" or "coeftest(m, vcov >> = kernHAC(m, kernel = "Bartlett", bw = 5, prewhite = FALSE, adjust = >> FALSE))". They return different error estimates so I wanted you to >> help me understand what I should do, if I'm doing something wrong and other >> stuff. >> >> Thank you >> > > You may get a helpful response here, but generally speaking, this list > is about R **programming**, and statistical issues/tutorials are off topic. > You might try > https://nam10.safelinks.protection.outlook.com/?url=https%3A%2F%2Fstac > koverflow.com%2Fquestions%2Ftagged%2Fstatistics&data=05%7C01%7Cteb > ert%40ufl.edu%7C86352d688e094b941f6108daa48f2bb0%7C0d4da0f84a314d76ace > 60a62331e1b84%7C0%7C0%7C638003232071609206%7CUnknown%7CTWFpbGZsb3d8eyJ > WIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000 > %7C%7C%7C&sdata=yFTdmRZyRqZd9F3XNsg12IvYlnWE2P6TTkRvNL6U4ZI%3D& > ;reserved=0 > if you don't get adequate help here. > > -- Bert > Additionally, there is also https://nam10.safelinks.protection.outlook.com/?url=https%3A%2F%2Fstat.ethz.ch%2Fmailman%2Flistinfo%2FR-sig-Robust&data=05%7C01%7Ctebert%40ufl.edu%7C86352d688e094b941f6108daa48f2bb0%7C0d4da0f84a314d76ace60a62331e1b84%7C0%7C0%7C638003232071609206%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000%7C%7C%7C&sdata=WJY8zHOxsMLUv1uiHJ91q04mGVvkPi0Kg%2BYydMZMKhs%3D&reserved=0 . -- Enrico Schumann Lucerne, Switzerland https://nam10.safelinks.protection.outlook.com/?url=http%3A%2F%2Fenricoschumann.net%2F&data=05%7C01%7Ctebert%40ufl.edu%7C86352d688e094b941f6108daa48f2bb0%7C0d4da0f84a314d76ace60a62331e1b84%7C0%7C0%7C638003232071609206%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000%7C%7C%7C&sdata=nntdbtWzMra1ZsSrTR2ZEuDNndB6J5GJ%2B1WSC%2Bhweqo%3D&reserved=0 ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://nam10.safelinks.protection.outlook.com/?url=https%3A%2F%2Fstat.ethz.ch%2Fmailman%2Flistinfo%2Fr-help&data=05%7C01%7Ctebert%40ufl.edu%7C86352d688e094b941f6108daa48f2bb0%7C0d4da0f84a314d76ace60a62331e1b84%7C0%7C0%7C638003232071609206%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000%7C%7C%7C&sdata=6J1gU7dtTJexvDxujaA10nKYYxypFk1CMjN8qc8NQZM%3D&reserved=0 PLEASE do read the posting guide https://nam10.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.r-project.org%2Fposting-guide.html&data=05%7C01%7Ctebert%40ufl.edu%7C86352d688e094b941f6108daa48f2bb0%7C0d4da0f84a314d76ace60a62331e1b84%7C0%7C0%7C638003232071609206%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000%7C%7C%7C&sdata=qd99tAhjS4vz7SemhzyXKvpSDG%2FZD%2FtQ4BYbCtt%2Fsu8%3D&reserved=0 and provide commented, minimal, self-contained, reproducible code. ______________________________________________ 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.
