vcovHC {RobinCar2} | R Documentation |
Heteroskedasticity-consistent covariance matrix for predictions
Description
The heteroskedasticity-consistent covariance matrix for predictions
is obtained with sandwich::vocvHC
using sandwich method.
Usage
vcovHC(x, type = "HC3", ...)
Arguments
x |
( |
type |
( |
... |
Additional arguments for |
Value
Matrix of the heteroskedasticity-consistent covariance for the predictions.
[Package RobinCar2 version 0.1.1 Index]