## ----include = FALSE---------------------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) options(hcinfer.use_emoji = FALSE) ## ----------------------------------------------------------------------------- library(hcinfer) schools <- transform( PublicSchools, income_scaled = income / 10000, income_scaled_sq = (income / 10000)^2 ) fit <- lm(expenditure ~ income_scaled + income_scaled_sq, data = schools) cov <- vcov_hc(fit, type = "hcbeta") cov$method_params[c("a_tilde", "b_tilde", "a_max", "b_max")] max(cov$weights) ## ----------------------------------------------------------------------------- n <- cov$n p <- cov$p all(cov$weights >= n / (n - p))