hcinfer (development version)
- Added
boot_pairs()for pairs (case) bootstrap standard errors and confidence intervals of ordinary least squares coefficients. It resamples the observations with replacement, refits the model on each replicate, and summarizes the sampling distribution of the coefficients, providing an assumption-free empirical reference for the analytic heteroskedasticity-consistent standard errors fromhcinfer()andvcov_hc(). Percentile, basic, and normal intervals are available, the resampling is reproducible through theseedargument, and the replicate fits can optionally run in parallel viapurrr::in_parallel()andmiraiwithout changing the numeric result. - Added
coef(),vcov(),confint(),print(), andplot()methods for thehcinfer_bootobjects returned byboot_pairs().vcov()returns the bootstrap covariance matrix of the coefficients,confint()can recompute intervals at a differentlevelortypedirectly from the stored replicates, andplot()draws the bootstrap confidence intervals, coloring each coefficient by whether its interval excludes or includes zero. -
hcinfer()andvcov_hc()now accept independent HCbeta shape caps from 50 through 25000 inclusive, with defaults of 10000. HC0, HC1, and HCbeta also remain defined for an exact leverage value of one, while HC2, HC3, HC4, HC4m, HC5, and HC5m retain the positive leverage-complement requirement.
hcinfer 0.1.1
CRAN release: 2026-07-13
- Added the
PublicSchools2dataset with 2024 per capita income, 2025 public school expenditure per student, a Southern-region indicator, and complete variable and source documentation. - Standardized the federal district name in
PublicSchoolsfromWashington DCtoDistrict of Columbia.
hcinfer 0.0.0.9000
- Added the initial development version with HC covariance estimators, normal Wald inference, S3 output, and the PublicSchools dataset.
-
plot()now supportsvcov_hc()objects, producing leverage-versus-adjustment-factor graphics for inspecting the relationship between h_t and g_t. - summary() now prints formal test results, confidence interval checks, and optional emoji markers to improve interpretation of robust inference output.
- summary() now keeps displayed test_result decisions consistent with numeric p-values when p-values are displayed as <0.001.
- Added
tests()as a formal extractor for coefficient-level Wald test results. The function mirrors the API ofconfint(): an optionalparmargument selects coefficients by name or position, and an optionalalphaargument recomputes therejectcolumn without affecting the stored p-values or test statistics.
