Robust se. (vcovHC) to be shown with texreg in R

问题:

I am doing some regressions with the plm package, then if needed, I also obtain heteroskedasticity consistent coefficients. Below are the commands that I run;

   library(plm)
   data("Produc", package = "plm")
   zz <- plm(log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp, 
             data = Produc, index = c("state","year"))

   summary(zz)

   coeftest(zz, vcovHC)

My problem starts here. Below is the list of commands to obtain a Latex output with the help of the texreg. How can I integrate the result obtained with the coeftest command into the Latex output?

latex_reg <- texreg(list(coeftest_result),
                    scriptsize=TRUE) 


sink(file="/home/heimatlos/R_outputs/reg_jumps.tex", type="output")

OS: Debian Squeeze AMD64

R version 2.15.2 (2012-10-26)

texreg version: 1.15

回答1:

Version 1.17 of texreg can do this. See bullet point 3 here.