Package index • hcinfer

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

Bootstrap

boot_pairs() print(<hcinfer_boot>): Pairs bootstrap standard errors and confidence intervals
coef(<hcinfer_boot>) vcov(<hcinfer_boot>) confint(<hcinfer_boot>): Extract components from a pairs bootstrap object
plot(<hcinfer_boot>): Plot pairs bootstrap confidence intervals

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 U.S. jurisdiction
PublicSchools2: Public school expenditure, income, and region by U.S. jurisdiction
Crime2009: State crime rates and socioeconomic indicators, 2009
Hprice: Boston-area home prices, 1990

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