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Heteroskedasticity-consistent covariance matrix for predictions

Source: R/variance_hc.R
vcovHC.Rd

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.

Value

Matrix of the heteroskedasticity-consistent covariance for the predictions.