coeftest: Testing Estimated Coefficients

Description Usage Arguments Details

Description

coeftest is a method for performing z and (quasi-)t tests of estimated coefficients through reg

Usage

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  coeftest.reg(x,
    vcov. = c("HC1", "const", "HC", "HC0", "HC2", "HC3", "HC4", "HC4m", "HC5", "HAC"),
    df = NULL)

Arguments

x

a reg object

vcov

a covariance type

df

the degrees of freedom to be used. If this is a finite positive number a t test with df degrees of freedom is performed. In all other cases, a z test (using a normal approximation) is performed. If the reg object has a cluster component and df is NULL a t test with G-1 degrees of freedom is performed.

...

other arguments

Details

Details


gragusa/grpack documentation built on Aug. 30, 2017, 5:23 p.m.