The covariance matrix given to coeftest and coefci: a matrix (array of rows), the result of
vcovHC or vcovCL, or a function of the fit returning either (to pass options, close over them:
(f) => vcovCL(f, { cluster })).
A result (with names) is matched to the coefficients by name: the coefficients whose names it has are kept, in the
fit's order. A matrix is matched by position: it must be p × p (p the number of coefficients) or k × k (k the number
of coefficients that are not aliased, which it then stands for).
The covariance matrix given to coeftest and coefci: a matrix (array of rows), the result of vcovHC or vcovCL, or a function of the fit returning either (to pass options, close over them:
(f) => vcovCL(f, { cluster })).A result (with
names) is matched to the coefficients by name: the coefficients whose names it has are kept, in the fit's order. A matrix is matched by position: it must be p × p (p the number of coefficients) or k × k (k the number of coefficients that are not aliased, which it then stands for).