# Heteroskedasticity-Consistent Inference for Linear Models

## Documentation for package ‘hcinfer’ version 0.2.0

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

boot_pairs | Pairs bootstrap standard errors and confidence intervals
coef.hcinfer | Extract model coefficients from an hcinfer object
coef.hcinfer_boot | Extract components from a pairs bootstrap object
confint.hcinfer | Confidence intervals for hcinfer objects
confint.hcinfer_boot | Extract components from a pairs bootstrap object
Crime2009 | State crime rates and socioeconomic indicators, 2009
hcinfer | Heteroskedasticity-consistent Wald inference
hcinfer_boot-methods | Extract components from a pairs bootstrap object
hc_methods | Available heteroskedasticity-consistent estimators
Hprice | Boston-area home prices, 1990
plot.hcinfer | Plot robust confidence intervals
plot.hcinfer_boot | Plot pairs bootstrap confidence intervals
plot.hcinfer_vcov | Plot HC adjustment factors against leverages
print.hcinfer | Print hcinfer objects
print.hcinfer_boot | Pairs bootstrap standard errors and confidence intervals
print.hcinfer_vcov | Print hcinfer covariance objects
PublicSchools | Public school expenditure and income by U.S. jurisdiction
PublicSchools2 | Public school expenditure, income, and region by U.S. jurisdiction
summary.hcinfer | Summarize heteroskedasticity-consistent inference
summary.hcinfer_vcov | Summarize heteroskedasticity-consistent covariance objects
tests | Extract coefficient test results
tests.hcinfer | Extract coefficient test results
vcov.hcinfer | Extract robust covariance matrices
vcov.hcinfer_boot | Extract components from a pairs bootstrap object
vcov.hcinfer_vcov | Extract robust covariance matrices
vcov_hc | Heteroskedasticity-consistent covariance estimator