hc0.var: Heteroskedasticity robust HC0 covariance matrix

Description Usage Arguments

View source: R/hc0.var.R

Description

Computes HC0 covariance matrix of estimates

Usage

1
hc0.var(Y, X, beta, const = TRUE)

Arguments

Y

The Y data used in estimation

X

The X data used in estimation

beta

The vector of linear regression estimates

const

If TRUE, adds a constant column to the data


samuelhigbee/myRtools documentation built on Sept. 25, 2021, 1:26 a.m.