小编Sem*_*ini的帖子

我试图在R中复制Stata输出.我正在使用数据集事务.我无法通过强大的标准错误复制probit函数.

Stata代码看起来像这样:

probit affair male age yrsmarr kids relig educ ratemarr, r

我开始时:

 probit1 <- glm(affair ~ male + age + yrsmarr + kids + relig + educ + ratemarr, 
           family = binomial (link = "probit"), data = mydata)

然后我尝试了对sandwich包的各种调整,例如:

myProbit <- function(probit1, vcov = sandwich(..., adjust = TRUE)) {
            print(coeftest(probit1, vcov = sandwich(probit1, adjust = TRUE)))
}

或(与所有类型HC0来HC5):

myProbit <- function(probit1, vcov = sandwich) {
            print(coeftest(probit1, vcovHC(probit1, type = "HC0"))  
} …