How to use White Correction for Heteroskedasticity in R [closed]

https://stackoverflow.com/questions/22970622

30-06-2023
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I know that in eviews, after you run a regression you can select the option to use the White Correction for heteroskedasticity. However, I cannot find any way to use the White correction in R. Eviews is unnecessarily difficult when it comes to importing data (pretty much the worst GUI ever) and so I have decided to not use eviews ever again.

Is there any way to use the White correction for heteroskedasticity in R? Thanks in advance for any help.

Solution

library(car)
library(lmtest)
coeftest(mymodel, vcov= hccm(mymodel))

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