vcovHC.prais

an object of class <code>"prais"</code>, usually, the result of a call to <code><a rd-options="" href="/link/prais_winsten?package=prais&version=1.1.2" data-mini-rdoc="prais::prais_winsten">prais_winsten</a></code>.

a character string specifying the estimation type.

type

Semirobust covariance matrix estimators for models of class <code>"prais"</code>.

The Prais-Winsten estimator (Prais & Winsten, 1954) takes into account AR(1) serial correlation of the errors in a linear regression model. The procedure recursively estimates the coefficients and the error autocorrelation of the specified model until sufficient convergence of the AR(1) coefficient is attained.

Franz Mohr

prais

Prais-Winsten Estimator for AR(1) Serial Correlation

Franz X. Mohr

vcovHC.prais function

<dl><dt>x</dt>
<dd>an object of class <code>"prais"</code>, usually, the result of a call to <code>prais_winsten</code>.</dd>
<dt>type</dt>
<dd>a character string specifying the estimation type.</dd>
<dt>...</dt>
<dd>not used.</dd></dl>

Arguments

Semirobust Covariance Matrix Estimators — vcovHC.prais

<dl>

<dt>x</dt>
<dd>an object of class <code>"prais"</code>, usually, the result of a call to <code>prais_winsten</code>.</dd>


<dt>type</dt>
<dd>a character string specifying the estimation type.</dd>


<dt>...</dt>
<dd>not used.</dd>

</dl>

vcovHC.prais: Semirobust Covariance Matrix Estimators

Description

Usage

Value

Arguments

Details

See Also