Package index

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

Feasible generalized least squares

gls_mult()

Feasible GLS under multiplicative heteroskedasticity

coef(<gls_mult>) vcov(<gls_mult>) confint(<gls_mult>) tests(<gls_mult>) nobs(<gls_mult>) fitted(<gls_mult>) residuals(<gls_mult>) logLik(<gls_mult>) print(<gls_mult>) summary(<gls_mult>) print(<summary_gls_mult>)

Methods for multiplicative heteroskedasticity GLS fits

plot(<gls_mult>)

Plot multiplicative heteroskedasticity FGLS confidence intervals

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