Hi there,
I'm working with linear models in S-Plus 7 on Windows XP, and have come
across a need to compute heteroskedastic-consistent P-values to test the
variables included in the model, as I am not completely confident that
the p-values provided by the summary.lm function are to be relied on.
Would someone be able to provide information on how to compute p-values
based on White's HC0, HC2, or HC3 within S-Plus?
Thanks,
Andrew Loach, ACAS
ICBC Corporate Actuarial Dept.
604-982-4347
The views expressed here are the personal opinions of Andrew Loach and
do not represent the opinions or views of ICBC.
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