comp_lm_var: Get a list output summary for 'lm', under well specified...

In shamindras/maar: Tidy Inference Under Misspecified Statistical Models in R

Description

Get a list output summary for lm that is consistent for use in comp_mms_var. This assumes that the linear model is fitted under well specified assumptions. That is, the data is assumed to be generated directly from the linear model under OLS assumptions.

Usage

comp_lm_var(mod_fit)

Arguments

mod_fit

A lm (OLS) object.

Value

A list containing the following elements: the type of estimator of of the variance (var_type); the summary statistics of mod_fit based on this estimator of the variance (e.g., standard errors and p-values) (var_summary); the assumptions under which the estimator of the variance is consistent (var_assumptions); the covariance matrix for the coefficients estimates (cov_mat).

Examples

## Not run: 
set.seed(674748)
n <- 1e5
X <- stats::rnorm(n, 0, 1)
y <- 2 + X * 1 + stats::rnorm(n, 0, 10)
lm_fit <- stats::lm(y ~ X)
sandwich_qr_std_err <- comp_sand_var(lm_fit)

## End(Not run)

shamindras/maar documentation built on Sept. 19, 2021, 10:21 p.m.