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

(prediction_cf) Counter-factual prediction.

type

(character) Type of HC covariance matrix.

...

Additional arguments for sandwich::vcovHC.

Value

Matrix of the heteroskedasticity-consistent covariance for the predictions.


[Package RobinCar2 version 0.1.1 Index]