Problem with vcov.-argument in the effects package









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For a stats course I am teaching (in both R and Stata) I want to replicate Stata's robust command in R. This can be done easily using the coeftest command from the lmtest package. Using an example with data from the car library, I get the following



library(car)
library(lmtest)
library(sandwich)
mod <- lm(prestige ~ education + income, data=Prestige)
coeftest(mod, vcov = vcovHC(mod, "HC1"))


This replicates what Stata calls robust regression. But now I want to use the effects package and obtain predicted values (and confidence intervals) for this regression using the heteroscedasticity robust standard errors. According to the documentation of the package, I should be able to use the vcov. argument to change the covariance matrix to the robust one. However, when I try this as follows



effect("education", mod, vcov.=vcovHC(mod, "HC1"))


I get the error message



Error in vcov.(mod) : could not find function "vcov."


I also tried the hccm command instead, as this is from the same author as the effects package, but I get the same error message. I can't figure out where my mistake is. Any thoughts?










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    up vote
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    down vote

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    For a stats course I am teaching (in both R and Stata) I want to replicate Stata's robust command in R. This can be done easily using the coeftest command from the lmtest package. Using an example with data from the car library, I get the following



    library(car)
    library(lmtest)
    library(sandwich)
    mod <- lm(prestige ~ education + income, data=Prestige)
    coeftest(mod, vcov = vcovHC(mod, "HC1"))


    This replicates what Stata calls robust regression. But now I want to use the effects package and obtain predicted values (and confidence intervals) for this regression using the heteroscedasticity robust standard errors. According to the documentation of the package, I should be able to use the vcov. argument to change the covariance matrix to the robust one. However, when I try this as follows



    effect("education", mod, vcov.=vcovHC(mod, "HC1"))


    I get the error message



    Error in vcov.(mod) : could not find function "vcov."


    I also tried the hccm command instead, as this is from the same author as the effects package, but I get the same error message. I can't figure out where my mistake is. Any thoughts?










    share|improve this question























      up vote
      0
      down vote

      favorite









      up vote
      0
      down vote

      favorite











      For a stats course I am teaching (in both R and Stata) I want to replicate Stata's robust command in R. This can be done easily using the coeftest command from the lmtest package. Using an example with data from the car library, I get the following



      library(car)
      library(lmtest)
      library(sandwich)
      mod <- lm(prestige ~ education + income, data=Prestige)
      coeftest(mod, vcov = vcovHC(mod, "HC1"))


      This replicates what Stata calls robust regression. But now I want to use the effects package and obtain predicted values (and confidence intervals) for this regression using the heteroscedasticity robust standard errors. According to the documentation of the package, I should be able to use the vcov. argument to change the covariance matrix to the robust one. However, when I try this as follows



      effect("education", mod, vcov.=vcovHC(mod, "HC1"))


      I get the error message



      Error in vcov.(mod) : could not find function "vcov."


      I also tried the hccm command instead, as this is from the same author as the effects package, but I get the same error message. I can't figure out where my mistake is. Any thoughts?










      share|improve this question













      For a stats course I am teaching (in both R and Stata) I want to replicate Stata's robust command in R. This can be done easily using the coeftest command from the lmtest package. Using an example with data from the car library, I get the following



      library(car)
      library(lmtest)
      library(sandwich)
      mod <- lm(prestige ~ education + income, data=Prestige)
      coeftest(mod, vcov = vcovHC(mod, "HC1"))


      This replicates what Stata calls robust regression. But now I want to use the effects package and obtain predicted values (and confidence intervals) for this regression using the heteroscedasticity robust standard errors. According to the documentation of the package, I should be able to use the vcov. argument to change the covariance matrix to the robust one. However, when I try this as follows



      effect("education", mod, vcov.=vcovHC(mod, "HC1"))


      I get the error message



      Error in vcov.(mod) : could not find function "vcov."


      I also tried the hccm command instead, as this is from the same author as the effects package, but I get the same error message. I can't figure out where my mistake is. Any thoughts?







      r effects






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      asked Nov 10 at 11:48









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