confint_robust: Confidence interval for robust estimators

In radiant.model: Model Menu for Radiant: Business Analytics using R and Shiny

Confidence interval for robust estimators

Description

Confidence interval for robust estimators

Usage

confint_robust(object, level = 0.95, dist = "norm", vcov = NULL, ...)

Arguments

object	A fitted model object
level	The confidence level required
dist	Distribution to use ("norm" or "t")
vcov	Covariance matrix generated by, e.g., sandwich::vcovHC
...	Additional argument(s) for methods

Details

Wrapper for confint with robust standard errors. See https://stackoverflow.com/questions/3817182/vcovhc-and-confidence-interval/3820125#3820125

radiant.model documentation built on Oct. 16, 2023, 9:06 a.m.