coeftest: Testing Estimated Coefficients
In gragusa/grpack: Utility functions for econometric applications

coeftest.reg

R Documentation

Testing Estimated Coefficients

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

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

`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