Description Usage Arguments Value Examples
Display the output of models estimated with lm()
or similar
functions. The parameter vce
allows to use covariance matrices consistent
to heteroskedasticity and autocorrelation (see the documentation of se()
).
1 | coef_table(model, vce = NULL)
|
model |
an estimated model returned by |
vce |
an object indicating how to obtain the covariance matrix. |
Invisibly returns the coefficient table
1 2 3 4 5 6 7 | data("hprice1")
mod <- lm(price ~ sqrft + bdrms, data = hprice1)
coef_table(mod)
# Heteroskedasticity consistent standard errors
coef_table(mod, vce = "HC")
|
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