Calculates Whites (1980) heteroskedasticity corrected covariance matrix in a linear model.

Written to help undergraduate as well as graduate students to get started
with R for basic econometrics without the need to import specific functions
and datasets from many different sources. Primarily, the package is meant to
accompany the German textbook Auer, L.v., Hoffmann, S., Kranz, T. (2024,
ISBN: 978-3-662-68263-0) from which the exercises cover all the topics from the textbook
Auer, L.v. (2023, ISBN: 978-3-658-42699-6).

Soenke Hoffmann

desk

Didactic Econometrics Starter Kit

Tobias Kranz

hcc function

<dl><dt>mod</dt>
<dd>estimated linear model object or formula.</dd>
<dt>data</dt>
<dd>if <code>mod</code> is a formula then the corresponding data frame has to be specified.</dd>
<dt>digits</dt>
<dd>number of decimal digits in rounded values.</dd></dl>

Arguments

Heteroskedasticity Corrected Covariance Matrix — hcc

<dl>

<dt>mod</dt>
<dd>estimated linear model object or formula.</dd>


<dt>data</dt>
<dd>if <code>mod</code> is a formula then the corresponding data frame has to be specified.</dd>


<dt>digits</dt>
<dd>number of decimal digits in rounded values.</dd>

</dl>

hcc: Heteroskedasticity Corrected Covariance Matrix

Description

Usage

Value

Arguments

References

See Also

Examples