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
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