white_hccme: Calculate the Heteroskedasticity-Consistent Covariance Matrix...
In LeeMorinUCF/aggregress: Regression Analysis with Aggregated Data
Description
Usage
Arguments
Value
See Also
View source: R/aggregress_het.R
Description
white_hccme is a helper function to calculate the HCCME,
to test the calculation for un-aggregated data, i.e. data
with weights either NULL or equal to 1.
Usage
1
white_hccme(lm_in)
Arguments
lm_in
is an object of class "lm" that is the output of a
linear regression model.
Value
A data frame of the form of coef(summary(lm_in)),
except with standard errors and the remaining statistics adjusted
for heteroskedasticity.
See Also
The vcovHC function in the sandwich package.
LeeMorinUCF/aggregress documentation built on June 30, 2020, 5:06 a.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.
Description Usage Arguments Value See Also
View source: R/aggregress_het.R
Description
white_hccme is a helper function to calculate the HCCME,
to test the calculation for un-aggregated data, i.e. data
with weights either NULL or equal to 1.
Usage
1 | white_hccme(lm_in)
|
Arguments
lm_in |
is an object of class " |
Value
A data frame of the form of coef(summary(lm_in)),
except with standard errors and the remaining statistics adjusted
for heteroskedasticity.
See Also
The vcovHC function in the sandwich package.
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.