vcovHC: 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", ...)
Value
Matrix of the heteroskedasticity-consistent covariance for the predictions.
Arguments
- x
(prediction_cf) Counter-factual prediction.
- type
(character) Type of HC covariance matrix.
- ...
Additional arguments for sandwich::vcovHC.