# Regression Workflow
**URL:** https://discourse.julialang.org/t/regression-workflow/39071
**Category:** Finance and Economics
**Created:** [May 8, 2020, 9:54am UTC](https://discourse.julialang.org/t/regression-workflow/39071 "2020-05-08T09:54:28Z")
**Posts on this page:** 7
**Page:** 1
### Author:  [@IljaK91](https://discourse.julialang.org/u/IljaK91)
#### Post date: [May 8, 2020, 9:54am UTC](https://discourse.julialang.org/t/regression-workflow/39071/1 "2020-05-08T09:54:28Z")
Hi everyone,
So far I did not succeed in moving my empirical workflow to Julia:
Data cleaning (`Query.jl/DataFrames.jl`) → Regression (`GLM.jl`) → Custom Standard Errors (`CovarianceMatrices.jl`) ??? Latex-Regressiontable (`RegressionTables.jl`)
The step that I fail at is to use standard custom errors (e.g. HAC) for my regression tables. Being able export tables only using iid standard errors is not really useful. So far I have not seen a solution to this problem in Julia.
What I would do in R is
```julia
# Return regression
regression_model <- lm(Y~ X1+ X2, data = data)
regression_model_2 <- lm(Y~ X1+ X3, data = data)
notes = c("\\parbox[t]{7cm}{" I am using custom standard errors"})
se_new = sqrt(diag(vcovHC(regression_model )))
se_new_2 = sqrt(diag(vcovHC(regression_model_2 )))
stargazer(regression_model, regression_model_2
out = paste("RegressionTable" ,spec, ".tex", sep=""), title="Regression",
se = list(se_new, se_new_2))
```
Is there any way to do the same in Julia? Maybe people use different packages, that I am not aware of.
Thank you very much!
---
### Author:  [@pdeffebach](https://discourse.julialang.org/u/pdeffebach)
#### Post date: [May 8, 2020, 11:40am UTC](https://discourse.julialang.org/t/regression-workflow/39071/2 "2020-05-08T11:40:39Z")
Unfortunately, it looks like RegressionTables.jl doesn’t have tis functionality. I think you would have to `dev` `RegressionTables.jl` and modify [this line](https://github.com/jmboehm/RegressionTables.jl/blob/9f0240eaa89d54d5298a042ccf5dfd5a6a3398e7/src/regtable.jl#L120) to add that ability.
This is definitely frustrating, and shows what features julia is lacking compared to R right not.
Another reason clustering (and specification of errors in general) should be in the model-fitting process and not after.
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### Author:  [@Paul\_Soderlind](https://discourse.julialang.org/u/Paul_Soderlind)
#### Post date: [May 8, 2020, 2:15pm UTC](https://discourse.julialang.org/t/regression-workflow/39071/3 "2020-05-08T14:15:59Z")
> HAC for my regression tables
It looks like you do linear regressions. If so, [this notebook, aimed at teaching financial econometrics](https://github.com/PaulSoderlind/FinancialEconometrics/blob/master/Ch04b_OLS2_Testing.ipynb) shows how to do White’s and Newey-West.
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### Author:  [@pdeffebach](https://discourse.julialang.org/u/pdeffebach)
#### Post date: [May 8, 2020, 2:20pm UTC](https://discourse.julialang.org/t/regression-workflow/39071/4 "2020-05-08T14:20:20Z")
OP can implement the variance-covariance matrix easily using `CovarianceMatrices.jl`. the problem is that when printing them to a latex table they have to let `RegressionTables.jl` know to use the variance-covariance matrix they provided.
---
### Author:  [@IljaK91](https://discourse.julialang.org/u/IljaK91)
#### Post date: [May 10, 2020, 4:48pm UTC](https://discourse.julialang.org/t/regression-workflow/39071/5 "2020-05-10T16:48:59Z")
It does not sound like something awefully difficult to do. Is anyone interested to have a look together with me?
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### Author:  [@pdeffebach](https://discourse.julialang.org/u/pdeffebach)
#### Post date: [May 10, 2020, 7:51pm UTC](https://discourse.julialang.org/t/regression-workflow/39071/6 "2020-05-10T19:51:22Z")
I filed an issue [here](https://github.com/jmboehm/RegressionTables.jl/issues/67). If the package author thinks its a good thing to add it shouldn’t be too hard to make a PR.
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### Author:  [@IljaK91](https://discourse.julialang.org/u/IljaK91)
#### Post date: [May 12, 2020, 7:36am UTC](https://discourse.julialang.org/t/regression-workflow/39071/7 "2020-05-12T07:36:27Z")
Thank you, it might be an option to include the necessary functionality in `CovarianceMatrices.jl`, there is an issue [here](https://github.com/gragusa/CovarianceMatrices.jl/issues/47).