Recent content by Robbbbbbb

  1. R

    Robust standard errors

    I'd always just use Stata for this when possible since it's so simple. If you do have to use R though, you'd need to specify that the variance-covariance matrix be HC1 (which is one used by Stata). If mod is your model, use coeftest(mod, vcov = vcovHC(mod, type="HC1")). There are also...
  2. R

    How to calculate and what model should I use?

    I was also wondering if it was possible to somehow weigh for sentiment in R, but I don't think there is. Regarding @mcshaz there are consulting statisticians at some consulting firms out there like KR Love Consulting (krloveqcc.com) or Ong Quantitative Consulting (ongqc.com) etc