[R] Robust Standard Error in R

Hi, In order to have robust standard errors in R, what would be the command that can generate results similar to the robust option in STATA? I tried using the lmrob command from the package robustbase. With that, the Adjusted R squared is quite different from the normal lm command. This does

Re: [R] Robust Standard Error in R

Arnab Dutta arnab.killy at gmail.com writes: Hi, In order to have robust standard errors in R, what would be the command that can generate results similar to the robust option in STATA? I tried using the lmrob command from the package robustbase. With that, the Adjusted R squared is

Re: [R] Robust Standard Error in R

On Sun, 28 Sep 2014, Arnab Dutta wrote: Hi, In order to have robust standard errors in R, what would be the command that can generate results similar to the robust option in STATA? This usually refers to sandwich standard errors aka HC or HC0 in case of the linear regression model. These