robust standard errors in ggplot2
问题 I would like to plot a model with ggplot2. I have estimated a robust variance-covariance matrix which I would like to use when estimating the confidence interval. Can I tell ggplot2 to use my VCOV, or, alternatively, can I somehow force predict.lm to use my VCOV matrix? A dummy example: source("http://people.su.se/~ma/clmclx.R") df <- data.frame(x1 = rnorm(100), x2 = rnorm(100), y = rnorm(100), group = as.factor(sample(1:10, 100, replace=T))) lm1 <- lm(y ~ x1 + x2, data = df) coeftest(lm1) ##