Other packages > Find by keyword >

hcinfer  

Heteroskedasticity-Consistent Inference for Linear Models
View on CRAN: Click here


Download and install hcinfer package within the R console
Install from CRAN:
install.packages("hcinfer")

Install from Github:
library("remotes")
install_github("cran/hcinfer")

Install by package version:
library("remotes")
install_version("hcinfer", "0.1.0")



Attach the package and use:
library("hcinfer")
Maintained by
Pedro Rafael D. Marinho
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-06-10
Latest Update: 2026-06-10
Description:
Computes heteroskedasticity-consistent covariance matrix estimators for ordinary least squares regression models. The published HC0 through HC5m estimators implemented in the package follow White (1980) <doi:10.2307/1912934>, Hinkley (1977) <doi:10.1080/00401706.1977.10489550>, Horn et al. (1975) <doi:10.1080/01621459.1975.10479877>, MacKinnon and White (1985) <doi:10.1016/0304-4076(85)90158-7>, Cribari-Neto (2004) <doi:10.1016/S0167-9473(02)00366-3>, Cribari-Neto and da Silva (2011) <doi:10.1007/s10182-010-0141-2>, Cribari-Neto et al. (2007) <doi:10.1080/03610920601126589>, and Li et al. (2016) <doi:10.1080/00949655.2016.1198906>. The package also includes HCbeta, a new estimator proposed by the package authors. It provides normal Wald tests, confidence intervals, diagnostics, and S3 output for applied inference.
How to cite:
Pedro Rafael D. Marinho (2026). hcinfer: Heteroskedasticity-Consistent Inference for Linear Models. R package version 0.1.0, https://cran.r-project.org/web/packages/hcinfer. Accessed 14 Jul. 2026.
Previous versions and publish date:
(2026-07-13 15:20), 0.1.0 (2026-06-10 10:00)
Other packages that cited hcinfer R package
View hcinfer citation profile
Other R packages that hcinfer depends, imports, suggests or enhances
Complete documentation for hcinfer
Functions, R codes and Examples using the hcinfer R package
Full hcinfer package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
maGUI  
A Graphical User Interface for Microarray Data Analysis and Annotation
Provides a comprehensive graphical user interface for analysis of Affymetrix, Agilent, Illumina, Nim ...
Download / Learn more Package Citations See dependency  
pps  
PPS Sampling
Functions to select samples using PPS (probability proportional to size) sampling. The package also ...
Download / Learn more Package Citations See dependency  
surveyCV  
Cross Validation Based on Survey Design
Functions to generate K-fold cross validation (CV) folds and CV test error estimates that take into ...
Download / Learn more Package Citations See dependency  
AutoWeatherIndices  
Calculating Weather Indices
Weather indices are formed from weather variables in this package. The users can input any number of ...
Download / Learn more Package Citations See dependency  

27,806

R Packages

236,180

Dependencies

73,837

Author Associations

27,807

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA