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Inference

hcinfer()
Heteroskedasticity-consistent Wald inference
tests()
Extract coefficient test results
confint(<hcinfer>)
Confidence intervals for hcinfer objects
plot(<hcinfer>)
Plot robust confidence intervals
summary(<hcinfer>)
Summarize heteroskedasticity-consistent inference

Covariance estimators

vcov_hc()
Heteroskedasticity-consistent covariance estimator
plot(<hcinfer_vcov>)
Plot HC adjustment factors against leverages
hc_methods()
Available heteroskedasticity-consistent estimators

Data

PublicSchools
Public school expenditure and income by US state

S3 methods

coef(<hcinfer>)
Extract model coefficients from an hcinfer object
print(<hcinfer>)
Print hcinfer objects
print(<hcinfer_vcov>)
Print hcinfer covariance objects
summary(<hcinfer_vcov>)
Summarize heteroskedasticity-consistent covariance objects
vcov(<hcinfer>) vcov(<hcinfer_vcov>)
Extract robust covariance matrices