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radiant.model (version 0.9.7)

confint_robust: Confidence interval for robust estimators

Description

Confidence interval for robust estimators

Usage

confint_robust(object, level = 0.95, dist = "norm", vcov = NULL, ...)

Arguments

object

A fitted model object

level

The confidence level required

dist

Distribution to use ("norm" or "t")

vcov

Covariance matrix generated by, e.g., sandwich::vcovHC

...

Additional argument(s) for methods

Details

Wrapper for confint with robust standard errors. See http://stackoverflow.com/a/3820125/1974918