hcinfer 0.2.0
- Added
boot_pairs() for pairs (case) bootstrap standard
errors and confidence intervals of ordinary least squares coefficients.
It resamples the observations with replacement, refits the model on each
replicate, and summarizes the sampling distribution of the coefficients,
providing an assumption-free empirical reference for the analytic
heteroskedasticity-consistent standard errors from
hcinfer() and vcov_hc(). Percentile, basic,
and normal intervals are available, the resampling is reproducible
through the seed argument, and the replicate fits can
optionally run in parallel via purrr::in_parallel() and
mirai without changing the numeric result.
- Added
coef(), vcov(),
confint(), print(), and plot()
methods for the hcinfer_boot objects returned by
boot_pairs(). vcov() returns the bootstrap
covariance matrix of the coefficients, confint() can
recompute intervals at a different level or
type directly from the stored replicates, and
plot() draws the bootstrap confidence intervals, coloring
each coefficient by whether its interval excludes or includes zero.
hcinfer() and vcov_hc() now accept
independent HCbeta shape caps from 50 through 25000 inclusive, with
defaults of 10000. HC0, HC1, and HCbeta also remain defined for an exact
leverage value of one, while HC2, HC3, HC4, HC4m, HC5, and HC5m retain
the positive leverage-complement requirement.
hcinfer() and vcov_hc() now enforce the
fixed HCbeta shape floor of 0.01 after shrinkage and before the upper
caps, including for nondefault leverage-complement truncation limits.
The shape floor remains fixed when lower changes and is not
a method argument.
hcinfer 0.1.1
- Added the
PublicSchools2 dataset with 2024 per capita
income, 2025 public school expenditure per student, a Southern-region
indicator, and complete variable and source documentation.
- Standardized the federal district name in
PublicSchools
from Washington DC to
District of Columbia.
hcinfer 0.1.0
hcinfer 0.0.0.9000
- Added the initial development version with HC covariance estimators,
normal Wald inference, S3 output, and the PublicSchools dataset.
plot() now supports vcov_hc() objects,
producing leverage-versus-adjustment-factor graphics for inspecting the
relationship between h_t and g_t.
- summary() now prints formal test results, confidence interval
checks, and optional emoji markers to improve interpretation of robust
inference output.
- summary() now keeps displayed test_result decisions consistent with
numeric p-values when p-values are displayed as <0.001.
- Added
tests() as a formal extractor for
coefficient-level Wald test results. The function mirrors the API of
confint(): an optional parm argument selects
coefficients by name or position, and an optional alpha
argument recomputes the reject column without affecting the
stored p-values or test statistics.