hcinfer: Heteroskedasticity-Consistent Inference for Linear Models
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.
| Version: | 0.1.0 |
| Depends: | R (≥ 4.1.0) |
| Imports: | cli, ggplot2, purrr, rlang, tibble |
| Suggests: | dplyr, knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2026-06-10 |
| DOI: | 10.32614/CRAN.package.hcinfer (may not be active yet) |
| Author: | Pedro Rafael D. Marinho
 [aut, cre],
Francisco Cribari-Neto
[aut],
Marina Oliveira Cunha
[aut] |
| Maintainer: | Pedro Rafael D. Marinho <pedro.rafael.marinho at gmail.com> |
| BugReports: | https://github.com/prdm0/hcinfer/issues |
| License: | MIT + file LICENSE |
| URL: | https://prdm0.github.io/hcinfer/, https://github.com/prdm0/hcinfer |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| CRAN checks: | hcinfer results |
Documentation:
| Reference manual: | hcinfer.html , hcinfer.pdf |
| Vignettes: |
Comparing HC Estimators (source, R code) Using HCbeta (source, R code) HC Estimator Methodology (source, R code) Introduction to hcinfer (source, R code) |
Downloads:
| Package source: | hcinfer_0.1.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available |
Linking:
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