CIcoefH: Confidence Intervals for Coefficients (Cross Section Data)

View source: R/confidence_interval_functions.R

CIcoefHR Documentation

Confidence Intervals for Coefficients (Cross Section Data)

Description

Calculates confidence intervals for coefficients of a regression model. The calculation corrects for possible presence of heteroskedasticity using the method developed by White. This method is appropriate for cross-section data.

Usage

CIcoefH(linmod, alpha = 0.05)

Arguments

linmod

The regression for which confidence intervals of coefficients are to be calculated.

alpha

Significance level. Defaults to 0.05.


dnepple/tprstats documentation built on April 5, 2025, 6:18 a.m.