Heteroskedasticity-consistent covariance matrix for predictions

The heteroskedasticity-consistent covariance matrix for predictions is obtained with sandwich::vocvHC using sandwich method.

Usage

vcovHC(x, type = "HC3", ...)

Arguments

x

(prediction_cf) Counter-factual prediction.

type

(character) Type of HC covariance matrix.

...

Additional arguments for sandwich::vcovHC.