robust_vcov: Compute HC variance-covariance matrix

View source: R/robust_vcov.R View source: R/Robust_SE.R

robust_vcovR Documentation

Compute HC variance-covariance matrix

Description

Computes heteroskedasticity robust covariance matrix

Usage

robust_vcov(object, modelmat = NULL, type = "HC1")

Arguments

object

Model object of type "lm", "glm", "lmer", "glmer", "nlme", "lme"

modelmat

Model matrix, required only if model is of none of the allowed classes

type

Any of "HC1", "HC3", indicating method for calculating HC variance-covariance matrix

Value

Covariance matrix


AlexHartmann00/lmmadd documentation built on Aug. 16, 2022, 8:19 a.m.