vcovHC: Heteroskedasticity-consistent covariance matrix for...
In RobinCar2: ROBust INference for Covariate Adjustment in Randomized Clinical Trials
vcovHC R Documentation
Heteroskedasticity-consistent covariance matrix for predictions
Description
The heteroskedasticity-consistent covariance matrix for predictions
is obtained with sandwich::vocvHC using sandwich method.
Usage
vcovHC(x, type = "HC3", ...)
Arguments
x
(prediction_cf) Counter-factual prediction.
type
(character) Type of HC covariance matrix.
...
Additional arguments for sandwich::vcovHC.
Value
Matrix of the heteroskedasticity-consistent covariance for the predictions.
RobinCar2 documentation built on April 3, 2025, 9:34 p.m.
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.
| vcovHC | R Documentation |
Heteroskedasticity-consistent covariance matrix for predictions
Description
The heteroskedasticity-consistent covariance matrix for predictions
is obtained with sandwich::vocvHC using sandwich method.
Usage
vcovHC(x, type = "HC3", ...)
Arguments
x |
( |
type |
( |
... |
Additional arguments for |
Value
Matrix of the heteroskedasticity-consistent covariance for the predictions.
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.