dot-robustSE: Calculating Heteroskedasticity-robust Standard Errors
In baruuum/jars: Just Another Robust Standard errors package
Description
Usage
Arguments
Details
Value
Description
Calculating Heteroskedasticity-robust Standard Errors
Usage
1
Arguments
X
model matrix
e
residual vector
type
type of the sandwich estimator. Must be one of HC0, HC1, HC2, HC3, or HC4.
Details
The different types of robust estimators differ in their degrees-of-freedom corrections for finite sample bias. See vignette for a detailed description.
Value
returns heteroskedasticity robust variance-covariance matrix
baruuum/jars documentation built on Nov. 3, 2019, 2:06 p.m.
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Description Usage Arguments Details Value
Description
Calculating Heteroskedasticity-robust Standard Errors
Usage
1 |
Arguments
X |
model matrix |
e |
residual vector |
type |
type of the sandwich estimator. Must be one of HC0, HC1, HC2, HC3, or HC4. |
Details
The different types of robust estimators differ in their degrees-of-freedom corrections for finite sample bias. See vignette for a detailed description.
Value
returns heteroskedasticity robust variance-covariance matrix
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.
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