vcovHC: Heteroscedasticity-Consistent Covariance Matrix
In EpiForsk: Code Sharing at the Department of Epidemiology Research at Statens Serum Institut
vcovHC R Documentation
Heteroscedasticity-Consistent Covariance Matrix
Description
Calculate Heteroscedasticity-Consistent Covariance Matrix from a linear
model using the HC3 method from sandwich.
Usage
vcovHC(x)
Arguments
x
lm object
Value
A matrix containing the covariance matrix estimate.
Examples
1+1
EpiForsk documentation built on March 30, 2026, 5:08 p.m.
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| vcovHC | R Documentation |
Heteroscedasticity-Consistent Covariance Matrix
Description
Calculate Heteroscedasticity-Consistent Covariance Matrix from a linear model using the HC3 method from sandwich.
Usage
vcovHC(x)
Arguments
x |
lm object |
Value
A matrix containing the covariance matrix estimate.
Examples
1+1
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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