hcinfer
Heteroskedasticity-Consistent Inference for Linear Models
Computes heteroskedasticity-consistent covariance matrix estimators for ordinary least squares regression models. The published HC0 through HC5m estimators implemented in the package follow White (1980) <doi:10.2307/1912934>, Hinkley (1977) <doi:10.1080/00401706.1977.10489550>, Horn et al. (1975) <doi:10.1080/01621459.1975.10479877>, MacKinnon and White (1985) <doi:10.1016/0304-4076(85)90158-7>, Cribari-Neto (2004) <doi:10.1016/S0167-9473(02)00366-3>, Cribari-Neto and da Silva (2011) <doi:10.1007/s10182-010-0141-2>, Cribari-Neto et al. (2007) <doi:10.1080/03610920601126589>, and Li et al. (2016) <doi:10.1080/00949655.2016.1198906>. The package also includes HCbeta, a new estimator proposed by the package authors. It provides normal Wald tests, confidence intervals, diagnostics, and S3 output for applied inference.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling linux/jammy R-4.5 | hcinfer_0.1.0.tar.gz |
1.9 MiB |
0.1.0 |
rolling linux/noble R-4.5 | hcinfer_0.1.0.tar.gz |
1.9 MiB |
0.1.0 |
rolling source/ R- | hcinfer_0.1.0.tar.gz |
1.8 MiB |
0.1.0 |
latest linux/jammy R-4.5 | hcinfer_0.1.0.tar.gz |
1.9 MiB |
0.1.0 |
latest linux/noble R-4.5 | hcinfer_0.1.0.tar.gz |
1.9 MiB |
0.1.0 |
latest source/ R- | hcinfer_0.1.0.tar.gz |
1.8 MiB |
0.1.0 |
2026-04-23 source/ R- | hcinfer_0.1.0.tar.gz |
0 B |