Confidence interval for robust estimators
confint_robust(object, level = 0.95, dist = "norm", vcov = NULL, ...)
| object | A fitted model object |
|---|---|
| level | The confidence level required |
| dist | Distribution to use ("norm" or "t") |
| vcov | Covariance matrix generated by, e.g., sandwich::vcovHC |
| ... | Additional argument(s) for methods |
Wrapper for confint with robust standard errors. See https://stackoverflow.com/questions/3817182/vcovhc-and-confidence-interval/3820125#3820125