robust_vcov: A sandwich estimator for robust standard errors

View source: R/vcov.R

robust_vcovR Documentation

A sandwich estimator for robust standard errors

Description

A straight forward sandwich estimator for robust standard errors with a correction based on the number of individuals/respondents in the data.

Usage

robust_vcov(object, ...)

Arguments

object

A model object of class 'cmdlr'

...

Other arguments passed to the function

Value

A matrix with row and column names equal to the parameters of the fitted model


edsandorf/cmdlR documentation built on Jan. 17, 2024, 12:33 a.m.