Examples for 'broom::tidy.coeftest'

### ** Examples


# feel free to ignore the following line—it allows {broom} to supply 
# examples without requiring the model-supplying package to be installed.
if (requireNamespace("lmtest", quietly = TRUE)) {

# load libraries for models and data
library(lmtest)

m <- lm(dist ~ speed, data = cars)

coeftest(m)
tidy(coeftest(m))
tidy(coeftest(m, conf.int = TRUE))

# a very common workflow is to combine lmtest::coeftest with alternate
# variance-covariance matrices via the sandwich package. The lmtest
# tidiers support this workflow too, enabling you to adjust the standard
# errors of your tidied models on the fly.
library(sandwich)

# "HC3" (default) robust SEs
tidy(coeftest(m, vcov = vcovHC))

# "HC2" robust SEs               
tidy(coeftest(m, vcov = vcovHC, type = "HC2"))

# N-W HAC robust SEs
tidy(coeftest(m, vcov = NeweyWest))

# the columns of the returned tibble for glance.coeftest() will vary 
# depending on whether the coeftest object retains the underlying model.
# Users can control this with the "save = TRUE" argument of coeftest().
glance(coeftest(m))
glance(coeftest(m, save = TRUE))

}