specifying robust standard errors

[profandyfield]

Hi,

I'm updating my R textbook, and thinking of using interactions within it.
I've been trying to specify robust standard errors. The help file implies (to me at least) that you either set robust = TRUE to get HC3 or set it to the estimator you want (e.g., robust = "HC4"). Have I interpretted that correctly?

Look at the (reprex) code below. I use the following:

default (robust = FALSE)
robust = TRUE
robust = "HC3"
robust = "HC4"

All yield the same standard errors except for robust = TRUE
This makes me think I have misinterpretted the help files. If so, how do I change the estimator?

Thanks for the great package,,

andy

PS the link to this page from https://interactions.jacob-long.com/ is broken

## Load data and centre variables

vids_tib <- readr::read_csv("http://milton-the-cat.rocks/home/data/r_data/video_games.csv") %>% 
  dplyr::mutate(
    caunts_cent = caunts - mean(caunts, na.rm = TRUE),
    vid_game_cent = vid_game - mean(vid_game, na.rm = TRUE)
  )

## Fitting the main model

aggress_lm <- lm(aggress ~ caunts_cent + vid_game_cent + caunts_cent:vid_game_cent, data = vids_tib)

## Simple slopes non-robust SEs

interactions::sim_slopes(
  aggress_lm,
  pred = vid_game_cent,
  modx = caunts_cent,
  confint = TRUE
  )

## Simple slopes robust SEs

interactions::sim_slopes(
  aggress_lm,
  pred = vid_game_cent,
  modx = caunts_cent,
  robust = TRUE,
  confint = TRUE
  )

## Simple slopes HC3 specified

interactions::sim_slopes(
  aggress_lm,
  pred = vid_game_cent,
  modx = caunts_cent,
  robust = "HC3",
  confint = TRUE
  )

## Simple slopes HC4 specified

interactions::sim_slopes(
  aggress_lm,
  pred = vid_game_cent,
  modx = caunts_cent,
  robust = "HC3",
  confint = TRUE
  )

[jacob-long]

Hi, Dr. Field! Thanks for reporting this. You have interpreted the correct usage of the function correctly and discovered a bug. I'm pushing an update to CRAN soon.

[profandyfield]

Fantastic - thanks so much!