vcov.betasandwich

Sampling Covariance Matrix of the Standardized Regression Slopes

methods

Generates robust confidence intervals for standardized regression coefficients
using heteroskedasticity-consistent standard errors for models fitted by lm()
as described in Dudgeon (2017) <doi:10.1007/s11336-017-9563-z>.
The package can also be used to generate confidence intervals for R-squared,
adjusted R-squared, and differences of standardized regression coefficients.
A description of the package and code examples
are presented in Pesigan, Sun, and Cheung (2023) <doi:10.1080/00273171.2023.2201277>.

Ivan Jacob Agaloos Pesigan

betaSandwich

Robust Confidence Intervals for Standardized Regression
Coefficients

vcov.betasandwich function

<dl><dt>object</dt>
<dd>Object of class <code>betasandwich</code>.</dd>
<dt>...</dt>
<dd>additional arguments.</dd></dl>

Arguments

Author

Sampling Covariance Matrix of the Standardized Regression Slopes — vcov.betasandwich

<dl>

<dt>object</dt>
<dd>Object of class <code>betasandwich</code>.</dd>


<dt>...</dt>
<dd>additional arguments.</dd>

</dl>

vcov.betasandwich: Sampling Covariance Matrix of the Standardized Regression Slopes

Description

Usage

Value

Arguments

Author

Examples