dot-summary_robust: Summary function for robust SE
In baruuum/jars: Just Another Robust Standard errors package

Description Usage Arguments Details Value

An adaptation of the summary.lm function from the stats package. Documentation for all arguments can be found there, except for the robust, cluster, and type options.

1	.summary_robust(x, robust = FALSE, cluster = NULL, type = "HC1")

`x`	an object of class "lm", usually, a result of a call to lm.
`robust`	logical; if TRUE, a heteroskedasticity-robust covariance matrix is used in the summary.
`cluster`	logical; if TRUE, a cluster-robust covaraiance matrix is sued in the summary.
`type`	character string that indicates the type of robust covariance matrix to use; defaults to HC1.

The different types of robust estimators differ in their degrees-of-freedom corrections for finite sample bias. See vignette.

returns a summary.lm object, in which the variance-covariance matrix is substituted (optionally) with a heteroskedasticity or cluster robust variance-covariance matrix estimator.

baruuum/jars documentation built on Nov. 3, 2019, 2:06 p.m.