Heteroskedasticity-Consistent Inference for Linear Models


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Documentation for package ‘hcinfer’ version 0.2.0

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boot_pairs Pairs bootstrap standard errors and confidence intervals
coef.hcinfer Extract model coefficients from an hcinfer object
coef.hcinfer_boot Extract components from a pairs bootstrap object
confint.hcinfer Confidence intervals for hcinfer objects
confint.hcinfer_boot Extract components from a pairs bootstrap object
Crime2009 State crime rates and socioeconomic indicators, 2009
hcinfer Heteroskedasticity-consistent Wald inference
hcinfer_boot-methods Extract components from a pairs bootstrap object
hc_methods Available heteroskedasticity-consistent estimators
Hprice Boston-area home prices, 1990
plot.hcinfer Plot robust confidence intervals
plot.hcinfer_boot Plot pairs bootstrap confidence intervals
plot.hcinfer_vcov Plot HC adjustment factors against leverages
print.hcinfer Print hcinfer objects
print.hcinfer_boot Pairs bootstrap standard errors and confidence intervals
print.hcinfer_vcov Print hcinfer covariance objects
PublicSchools Public school expenditure and income by U.S. jurisdiction
PublicSchools2 Public school expenditure, income, and region by U.S. jurisdiction
summary.hcinfer Summarize heteroskedasticity-consistent inference
summary.hcinfer_vcov Summarize heteroskedasticity-consistent covariance objects
tests Extract coefficient test results
tests.hcinfer Extract coefficient test results
vcov.hcinfer Extract robust covariance matrices
vcov.hcinfer_boot Extract components from a pairs bootstrap object
vcov.hcinfer_vcov Extract robust covariance matrices
vcov_hc Heteroskedasticity-consistent covariance estimator