Cross Validated is a question and answer site for people interested in statistics, machine learning, data analysis, data mining, and data visualization. Join them; it only takes a minute:

Sign up
Here's how it works:
  1. Anybody can ask a question
  2. Anybody can answer
  3. The best answers are voted up and rise to the top

Is there a way of performing HAC robust standard errors in SPSS?

share|improve this question
You mean a way of calculating HAC robust standard error estimates, right? Do you have a particular method you want to use? – guest Mar 22 '12 at 4:14
@guest - Yes! I'm using GEE Negative Binomial regression, controlling for temporal correlation on longitudinal count data. – Stephen Mar 22 '12 at 11:26
Use sandwich in R. Or robust option in Stata. A year and a half of waiting time is definitely worth the price of Stata :). – StasK Oct 22 '13 at 18:48

Since this question has not been answered for over a year and I stumbled upon an article with a macro for the simple HC correlation I thought it might be worth mentioning. The article is available here and has at the end a macro that allows for HC calculation. Using the R code from the sandwich-package vcovHAC (esp. the meatHAC) functions it might be feasible to create a macro for SPSS that handles HAC errors.

That said, why not just go with R and the sandwich-package? You can even work inside SPSS with R using the essentials for R-addon.

share|improve this answer

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.