vcov_from_result
Recompute standard errors for a cached fit under a different VCE (robust, HC3, cluster), refitting with only vce= changed and returning a new result or a side-by-side ratio table.
Instructions
Standard errors of a cached fit (result_id) under another vce: re-runs the fit's own call with only vce= changed, so the SEs equal a direct refit. One vce returns the new result; a list returns a side-by-side table with the ratio to the fitted SE.
Tool call template
Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {
"result_id": "<result_id>",
"vce": "<vce>"
},
"name": "vcov_from_result"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| vce | Yes | Stata-style request ('robust', 'hc3', 'cluster state', 'cluster state year') or a list of them. | |
| terms | No | Table: keep only these coefficients. | |
| detail | No | Payload depth; agent is the fullest. | agent |
| data_id | No | Data handle (d_...) from load_data; replaces data_path. | |
| data_csv | No | Small inline table as CSV text. | |
| as_handle | No | Cache the fit and return its result_id. | |
| data_path | No | Absolute path of a data file on the server. | |
| result_id | Yes | Handle to a fit from an estimator with vce=. | |
| data_records | No | Small inline table as row objects. | |
| max_output_bytes | No | Result byte budget (default 262144; 0 = none). |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||