Heteroskedasticity-Consistent Inference for Linear Models

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Documentation for package ‘hcinfer’ version 0.3.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

boot_pairs	Pairs bootstrap standard errors and confidence intervals
coef.gls_mult	Methods for multiplicative heteroskedasticity GLS fits
coef.hcinfer	Extract model coefficients from an hcinfer object
coef.hcinfer_boot	Extract components from a pairs bootstrap object
confint.gls_mult	Methods for multiplicative heteroskedasticity GLS fits
confint.hcinfer	Confidence intervals for hcinfer objects
confint.hcinfer_boot	Extract components from a pairs bootstrap object
Crime2009	State crime rates and socioeconomic indicators, 2009
fitted.gls_mult	Methods for multiplicative heteroskedasticity GLS fits
gls_mult	Feasible GLS under multiplicative heteroskedasticity
gls_mult-methods	Methods for multiplicative heteroskedasticity GLS fits
hcinfer	Heteroskedasticity-consistent Wald inference
hcinfer_boot-methods	Extract components from a pairs bootstrap object
hc_methods	Available heteroskedasticity-consistent estimators
Hprice	Boston-area home prices, 1990
logLik.gls_mult	Methods for multiplicative heteroskedasticity GLS fits
nobs.gls_mult	Methods for multiplicative heteroskedasticity GLS fits
plot.gls_mult	Plot multiplicative heteroskedasticity FGLS confidence intervals
plot.hcinfer	Plot robust confidence intervals
plot.hcinfer_boot	Plot pairs bootstrap confidence intervals
plot.hcinfer_vcov	Plot HC adjustment factors against leverages
print.gls_mult	Methods for multiplicative heteroskedasticity GLS fits
print.hcinfer	Print hcinfer objects
print.hcinfer_boot	Pairs bootstrap standard errors and confidence intervals
print.hcinfer_vcov	Print hcinfer covariance objects
print.summary_gls_mult	Methods for multiplicative heteroskedasticity GLS fits
PublicSchools	Public school expenditure and income by U.S. jurisdiction
PublicSchools2	Public school expenditure, income, and region by U.S. jurisdiction
residuals.gls_mult	Methods for multiplicative heteroskedasticity GLS fits
summary.gls_mult	Methods for multiplicative heteroskedasticity GLS fits
summary.hcinfer	Summarize heteroskedasticity-consistent inference
summary.hcinfer_vcov	Summarize heteroskedasticity-consistent covariance objects
tests	Extract coefficient test results
tests.gls_mult	Methods for multiplicative heteroskedasticity GLS fits
tests.hcinfer	Extract coefficient test results
vcov.gls_mult	Methods for multiplicative heteroskedasticity GLS fits
vcov.hcinfer	Extract robust covariance matrices
vcov.hcinfer_boot	Extract components from a pairs bootstrap object
vcov.hcinfer_vcov	Extract robust covariance matrices
vcov_hc	Heteroskedasticity-consistent covariance estimator