vcovRobust: Wrapper to get robust vcov of different kinds

Description Usage Arguments

View source: R/robustSE.r

Description

Wrapper to get robust vcov of different kinds

Usage

1
vcovRobust(model, type = "HC3", cluster1 = NULL, cluster2 = NULL, ...)

Arguments

type

the type of robust standard errors. Can be "HAC", "cluster", "HC1" to "HC4" or "NeweyWest"


skranz/regtools documentation built on May 30, 2019, 3:02 a.m.