Hi Xavier,
We reply on package "sandwich" for these functionalities in logit and
other glm models. It appears to me that they currently do not have a
clustering option although it might be possible to tweak some of their
options to do it. You can ask the author of the package to see if that is
possible. If it is possible, then you can supply any options in zelig()
via for example:
list(method="vcovHAC", order.by=hoff$year, adjust=TRUE)
Kosuke
On Fri, 1 Jun 2007, Xavier [utf-8] Fernández i Marín wrote:
On dj, 31 mai 2007, Kosuke Imai wrote:
Actually, robust standard errors for logit and
some other models (glm
family) are available. The basic option is robust=TRUE, but there are
other options as well.
http://gking.harvard.edu/zelig/docs/Additional_Inputs7.html
also see demo(robust)
Dear Kosuke,
Thank you for your answer. Maybe I wasn't clear enough in my previous
message. My main concern was not about the 'robust' option, but the
'cluster' option. I have used the 'robust' option in the models, but
what
I'm interested on is in the clusters.
And for the answer in the mailing list I can see that the 'cluster' option
is not implemented in the "logit" family (or it wasn't in october 2006).
Hence, my question was whether it was planned to add this feature in the
future.
(BTW, thank you for your contribution in the MNP package! which I use a
lot)
Best regards,
Kosuke
-----------------------------------------------------
Kosuke Imai Office: Corwin Hall 041
Assistant Professor Phone: 609-258-6601
Department of Politics eFax: 973-556-1929
Princeton University Email: kimai(a)Princeton.Edu
Princeton, NJ 08544-1012
http://imai.princeton.edu
-----------------------------------------------------
On Thu, 31 May 2007, Olivia Lau wrote:
> Dear Xavier,
>
> I'm actually not in charge of robust standard errors; I am cc'ing my
> coauthor Kosuke who implemented them.
>
> Best,
> Olivia Lau
>
> On 5/31/07, Xavier Fernández i Marín <xavier.fernandez(a)upf.edu> wrote:
>> Hello Olivia,
>>
>> I've been an R user for long time and I'm starting to discover Zelig
and
>> its abilities.
>>
>> I have tried to build a logit model with robust errors and clusters for
>> one
>> variable, but according to the mailing list this feature hasn't been (yet)
>> released (or it wasn't in october 2006):
>>
http://lists.hmdc.harvard.edu/lists/zelig/2006_10/msg00001.html
>>
>> My question is about the availability of this feature. Is it on the list
>> of
>> features to include? Any idea about the possible periodicity? The
>> questions
>> are just to have an idea and whether I would have to wait or program it
>> for
>> myself. So in any case it pretends to be a "demand".
>>
>> Since from the mailing list you seemed to be the programmer dedicated to
>> this functions I have sent the email directly to you.
>>
>>
>> Thank you very much for all your work.
>>
>>
>> Best regards,
>>
>> --
>> Xavier Fernández i Marín
>>
>> xavier.fernandez(a)upf.edu
>>
http://giptsi.upf.edu/xavier/
>>
>>
>