vcovHC

Calculate Heteroscedasticity-Consistent Covariance Matrix from a linear
model using the HC3 method from sandwich.

This is a collection of assorted functions and examples collected
from various projects. Currently we have functionalities for simplifying
overlapping time intervals, Charlson comorbidity score constructors for
Danish data, getting frequency for multiple variables, getting standardized
output from logistic and log-linear regressions, sibling design linear
regression functionalities a method for calculating the confidence intervals
for functions of parameters from a GLM, Bayes equivalent for hypothesis
testing with asymptotic Bayes factor, and several help functions for
generalized random forest analysis using 'grf'.

Kim Daniel Jakobsen

EpiForsk

Code Sharing at the Department of Epidemiology Research at
Statens Serum Institut

Anders Husby

Anna Laksafoss

Emilia Myrup Thiesson

Mikael Andersson

Klaus Rostgaard

vcovHC function

<dl><dt>x</dt>
<dd>lm object</dd></dl>

Arguments

Heteroscedasticity-Consistent Covariance Matrix — vcovHC

<dl>

<dt>x</dt>
<dd>lm object</dd>

</dl>

vcovHC: Heteroscedasticity-Consistent Covariance Matrix

Description

Usage

Value

Arguments

Examples