R/get_robust_std_errors.R

In andremenegatti/PregoesBR: Functions for analyzing data from Comprasnet and BEC-SP auctions

get_robust_std_errors <- function(model, HC = 'HC1') {

  lm_robust <- lmtest::coeftest(model,
                                vcov = sandwich::vcovHC(model, type = HC))

  tibble(coef = rownames(lm_robust),
         estimate = lm_robust[, 1],
         std_error = lm_robust[, 2],
         t_statistic = lm_robust[, 3],
         p_value = lm_robust[, 4],
         significance = case_when(
           p_value > 0.1 ~ '.',
           p_value <= 0.1 & p_value > 0.05 ~ '*',
           p_value <= 0.05 & p_value > 0.01 ~ '**',
           p_value <= 0.01 ~ '***'
             )
         )

}