vcov_cse: Calculate corrected standard errors (CSEs)
In potterzot/rkclass: K-class regressions (Two-Stage Least Squares, LIML, Fuller)
Description
Usage
Arguments
Value
Description
Calculate corrected standard errors (CSEs)
Usage
1
Arguments
object
a fitted model of class kclass or ivreg.
Value
a variance covariance matrix using the CSE estimator proposed in
Hansen, Hausman, and Newey 2004.
potterzot/rkclass documentation built on May 25, 2019, 11:24 a.m.
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Description Usage Arguments Value
Description
Calculate corrected standard errors (CSEs)
Usage
1 |
Arguments
object |
a fitted model of class kclass or ivreg. |
Value
a variance covariance matrix using the CSE estimator proposed in Hansen, Hausman, and Newey 2004.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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