Robust covariance

Verification

Summary

Models

On this page

Scope
References
Data
Method
Tolerances
Results
Limitations
Reproduction

Numerics

Distributions

Test suites

Test suites

Scope

Covariance, SEs, coefficient inference, prediction uncertainty, and shared sample accounting.

References

Reference: sandwich on lm and ivreg
Versions: R 4.6.1 (2026-06-24), sandwich 3.1.3, ivreg 0.6.8

Data

Inputs: 107 cases including weighted day clusters and Newey-West lags 6/24 on heating-shaped inputs.

Method

Saved public sandwich output for weighted OLS/IV, checked in the extension and polyfill.

Check: Comparison with a reference implementation

Tolerances

|x − r| ≤ 1e-9 + 1e-7 × |r|

Applies to: Numerical results

x: package value; r: reference value. Absolute error: |x − r|. Max errors are over the values a row compares.

Results

214 comparisons in 107 cases: 214 pass, 0 fail, 0 skipped.

By case

Results by case
Case	Comparisons	Largest abs. error	Status
ols_1	2	8.2e-14	pass
ols_2	2	9.6e-14	pass
ols_3	2	6.8e-14	pass
ols_4	2	6.3e-14	pass
ols_5	2	2.5e-14	pass
ols_6	2	2.5e-14	pass
ols_7	2	8.2e-14	pass
ols_8	2	3.6e-14	pass
ols_9	2	3.6e-14	pass
weighted_ols_1	2	5.4e-14	pass
weighted_ols_2	2	5.4e-14	pass
weighted_ols_3	2	5.4e-14	pass
weighted_ols_4	2	5.5e-14	pass
weighted_ols_5	2	5.2e-14	pass
weighted_ols_6	2	5.2e-14	pass
weighted_ols_7	2	5.4e-14	pass
weighted_ols_8	2	5.4e-14	pass
weighted_ols_9	2	5.4e-14	pass
no_intercept_ols_1	2	2.8e-14	pass
no_intercept_ols_2	2	2.8e-14	pass
no_intercept_ols_3	2	2.8e-14	pass
no_intercept_ols_4	2	2.8e-14	pass
no_intercept_ols_5	2	2.6e-14	pass
no_intercept_ols_6	2	2.6e-14	pass
no_intercept_ols_7	2	2.8e-14	pass
no_intercept_ols_8	2	2.8e-14	pass
no_intercept_ols_9	2	2.8e-14	pass
offset_ols_1	2	7.0e-14	pass
offset_ols_2	2	7.0e-14	pass
offset_ols_3	2	7.0e-14	pass
offset_ols_4	2	7.0e-14	pass
offset_ols_5	2	6.9e-14	pass
offset_ols_6	2	6.8e-14	pass
offset_ols_7	2	7.0e-14	pass
offset_ols_8	2	7.0e-14	pass
offset_ols_9	2	7.0e-14	pass
missing_ols_1	2	9.7e-14	pass
missing_ols_2	2	9.7e-14	pass
missing_ols_3	2	9.7e-14	pass
missing_ols_4	2	9.7e-14	pass
missing_ols_5	2	5.0e-14	pass
missing_ols_6	2	4.9e-14	pass
missing_ols_7	2	9.7e-14	pass
missing_ols_8	2	9.7e-14	pass
missing_ols_9	2	9.7e-14	pass
two_clusters_1	2	5.2e-14	pass
two_clusters_2	2	5.2e-14	pass
two_clusters_3	2	5.2e-14	pass
two_clusters_4	2	5.2e-14	pass
two_clusters_5	2	8.0e-13	pass
two_clusters_6	2	8.1e-13	pass
two_clusters_7	2	5.2e-14	pass
two_clusters_8	2	5.2e-14	pass
two_clusters_9	2	5.2e-14	pass
missing_iv_1	2	2.1e-14	pass
missing_iv_2	2	2.1e-14	pass
missing_iv_3	2	2.2e-14	pass
missing_iv_4	2	2.2e-14	pass
missing_iv_5	2	2.7e-14	pass
missing_iv_6	2	2.7e-14	pass
missing_iv_7	2	2.1e-14	pass
missing_iv_8	2	2.0e-14	pass
missing_iv_9	2	2.1e-14	pass
iv_1	2	2.4e-14	pass
iv_2	2	2.0e-14	pass
iv_3	2	2.0e-14	pass
iv_4	2	3.3e-14	pass
iv_5	2	1.1e-14	pass
iv_6	2	1.1e-14	pass
iv_7	2	2.4e-14	pass
iv_8	2	5.4e-14	pass
iv_9	2	2.1e-14	pass
weighted_iv_1	2	2.9e-14	pass
weighted_iv_2	2	2.2e-14	pass
weighted_iv_3	2	2.4e-14	pass
weighted_iv_4	2	2.9e-14	pass
weighted_iv_5	2	2.8e-14	pass
weighted_iv_6	2	2.7e-14	pass
weighted_iv_7	2	2.9e-14	pass
weighted_iv_8	2	2.8e-14	pass
weighted_iv_9	2	2.3e-14	pass
no_intercept_iv_1	2	6.4e-14	pass
no_intercept_iv_2	2	6.4e-14	pass
no_intercept_iv_3	2	6.5e-14	pass
no_intercept_iv_4	2	6.6e-14	pass
no_intercept_iv_5	2	5.3e-15	pass
no_intercept_iv_6	2	7.1e-15	pass
no_intercept_iv_7	2	6.4e-14	pass
no_intercept_iv_8	2	5.7e-14	pass
no_intercept_iv_9	2	5.8e-14	pass
multiple_iv_1	2	2.3e-14	pass
multiple_iv_2	2	2.3e-14	pass
multiple_iv_3	2	6.8e-14	pass
multiple_iv_4	2	6.8e-14	pass
multiple_iv_5	2	1.2e-14	pass
multiple_iv_6	2	1.4e-14	pass
multiple_iv_7	2	2.3e-14	pass
multiple_iv_8	2	2.3e-14	pass
multiple_iv_9	2	2.5e-14	pass
heating_iv_1	2	2.8e-13	pass
heating_iv_2	2	1.6e-13	pass
heating_iv_3	2	2.5e-13	pass
heating_iv_4	2	1.8e-13	pass
heating_ols_1	2	3.7e-13	pass
heating_ols_2	2	3.7e-13	pass
heating_ols_3	2	3.7e-13	pass
heating_ols_4	2	3.6e-13	pass

All 214 comparisons

Every comparison
Case	Implementation	Quantity	Criterion	Values	Max abs. error	Status
ols_1	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	8.2e-14	pass
ols_2	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	9.6e-14	pass
ols_3	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	6.8e-14	pass
ols_4	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	6.3e-14	pass
ols_5	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.5e-14	pass
ols_6	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.5e-14	pass
ols_7	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	8.2e-14	pass
ols_8	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	3.6e-14	pass
ols_9	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	3.6e-14	pass
weighted_ols_1	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	5.4e-14	pass
weighted_ols_2	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	5.4e-14	pass
weighted_ols_3	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	5.4e-14	pass
weighted_ols_4	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	5.5e-14	pass
weighted_ols_5	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	5.2e-14	pass
weighted_ols_6	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	5.2e-14	pass
weighted_ols_7	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	5.4e-14	pass
weighted_ols_8	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	5.4e-14	pass
weighted_ols_9	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	5.4e-14	pass
no_intercept_ols_1	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.8e-14	pass
no_intercept_ols_2	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.8e-14	pass
no_intercept_ols_3	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.8e-14	pass
no_intercept_ols_4	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.8e-14	pass
no_intercept_ols_5	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.6e-14	pass
no_intercept_ols_6	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.6e-14	pass
no_intercept_ols_7	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.8e-14	pass
no_intercept_ols_8	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.8e-14	pass
no_intercept_ols_9	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.8e-14	pass
offset_ols_1	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	7.0e-14	pass
offset_ols_2	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	7.0e-14	pass
offset_ols_3	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	7.0e-14	pass
offset_ols_4	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	7.0e-14	pass
offset_ols_5	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	6.9e-14	pass
offset_ols_6	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	6.8e-14	pass
offset_ols_7	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	7.0e-14	pass
offset_ols_8	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	7.0e-14	pass
offset_ols_9	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	7.0e-14	pass
missing_ols_1	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	881	9.7e-14	pass
missing_ols_2	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	881	9.7e-14	pass
missing_ols_3	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	881	9.7e-14	pass
missing_ols_4	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	881	9.7e-14	pass
missing_ols_5	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	875	5.0e-14	pass
missing_ols_6	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	875	4.9e-14	pass
missing_ols_7	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	881	9.7e-14	pass
missing_ols_8	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	881	9.7e-14	pass
missing_ols_9	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	881	9.7e-14	pass
two_clusters_1	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	5.2e-14	pass
two_clusters_2	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	5.2e-14	pass
two_clusters_3	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	5.2e-14	pass
two_clusters_4	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	5.2e-14	pass
two_clusters_5	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	8.0e-13	pass
two_clusters_6	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	8.1e-13	pass
two_clusters_7	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	5.2e-14	pass
two_clusters_8	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	5.2e-14	pass
two_clusters_9	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	5.2e-14	pass
missing_iv_1	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	875	2.1e-14	pass
missing_iv_2	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	875	2.1e-14	pass
missing_iv_3	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	875	2.1e-14	pass
missing_iv_4	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	875	2.2e-14	pass
missing_iv_5	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	869	2.7e-14	pass
missing_iv_6	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	869	2.7e-14	pass
missing_iv_7	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	875	2.1e-14	pass
missing_iv_8	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	875	2.0e-14	pass
missing_iv_9	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	875	2.1e-14	pass
iv_1	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.4e-14	pass
iv_2	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.0e-14	pass
iv_3	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.0e-14	pass
iv_4	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	3.3e-14	pass
iv_5	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	1.1e-14	pass
iv_6	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	1.1e-14	pass
iv_7	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.4e-14	pass
iv_8	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	5.4e-14	pass
iv_9	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.1e-14	pass
weighted_iv_1	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.9e-14	pass
weighted_iv_2	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.2e-14	pass
weighted_iv_3	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.4e-14	pass
weighted_iv_4	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.9e-14	pass
weighted_iv_5	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.7e-14	pass
weighted_iv_6	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.7e-14	pass
weighted_iv_7	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.9e-14	pass
weighted_iv_8	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.8e-14	pass
weighted_iv_9	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.3e-14	pass
no_intercept_iv_1	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	882	6.3e-14	pass
no_intercept_iv_2	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	882	6.4e-14	pass
no_intercept_iv_3	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	882	6.4e-14	pass
no_intercept_iv_4	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	882	6.5e-14	pass
no_intercept_iv_5	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	882	5.3e-15	pass
no_intercept_iv_6	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	882	7.1e-15	pass
no_intercept_iv_7	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	882	6.3e-14	pass
no_intercept_iv_8	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	882	5.7e-14	pass
no_intercept_iv_9	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	882	5.8e-14	pass
multiple_iv_1	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	888	2.1e-14	pass
multiple_iv_2	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	888	2.1e-14	pass
multiple_iv_3	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	888	6.8e-14	pass
multiple_iv_4	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	888	6.8e-14	pass
multiple_iv_5	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	882	1.2e-14	pass
multiple_iv_6	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	882	1.4e-14	pass
multiple_iv_7	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	888	2.1e-14	pass
multiple_iv_8	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	888	2.3e-14	pass
multiple_iv_9	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	888	2.3e-14	pass
heating_iv_1	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	5,682	2.8e-13	pass
heating_iv_2	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	5,682	1.6e-13	pass
heating_iv_3	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	5,682	2.5e-13	pass
heating_iv_4	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	5,682	1.8e-13	pass
heating_ols_1	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	5,682	3.7e-13	pass
heating_ols_2	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	5,682	3.7e-13	pass
heating_ols_3	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	5,682	3.7e-13	pass
heating_ols_4	native	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	5,682	3.6e-13	pass
ols_1	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	8.2e-14	pass
ols_2	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	9.6e-14	pass
ols_3	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	6.8e-14	pass
ols_4	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	6.3e-14	pass
ols_5	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.5e-14	pass
ols_6	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.5e-14	pass
ols_7	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	8.2e-14	pass
ols_8	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	3.6e-14	pass
ols_9	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	3.6e-14	pass
weighted_ols_1	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	5.4e-14	pass
weighted_ols_2	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	5.4e-14	pass
weighted_ols_3	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	5.4e-14	pass
weighted_ols_4	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	5.5e-14	pass
weighted_ols_5	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	5.2e-14	pass
weighted_ols_6	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	5.2e-14	pass
weighted_ols_7	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	5.4e-14	pass
weighted_ols_8	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	5.4e-14	pass
weighted_ols_9	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	5.4e-14	pass
no_intercept_ols_1	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.8e-14	pass
no_intercept_ols_2	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.8e-14	pass
no_intercept_ols_3	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.8e-14	pass
no_intercept_ols_4	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.8e-14	pass
no_intercept_ols_5	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.6e-14	pass
no_intercept_ols_6	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.6e-14	pass
no_intercept_ols_7	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.8e-14	pass
no_intercept_ols_8	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.8e-14	pass
no_intercept_ols_9	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.8e-14	pass
offset_ols_1	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	7.0e-14	pass
offset_ols_2	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	7.0e-14	pass
offset_ols_3	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	7.0e-14	pass
offset_ols_4	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	7.0e-14	pass
offset_ols_5	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	6.9e-14	pass
offset_ols_6	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	6.8e-14	pass
offset_ols_7	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	7.0e-14	pass
offset_ols_8	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	7.0e-14	pass
offset_ols_9	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	7.0e-14	pass
missing_ols_1	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	881	9.7e-14	pass
missing_ols_2	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	881	9.7e-14	pass
missing_ols_3	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	881	9.7e-14	pass
missing_ols_4	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	881	9.7e-14	pass
missing_ols_5	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	875	5.0e-14	pass
missing_ols_6	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	875	4.9e-14	pass
missing_ols_7	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	881	9.7e-14	pass
missing_ols_8	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	881	9.7e-14	pass
missing_ols_9	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	881	9.7e-14	pass
two_clusters_1	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	5.2e-14	pass
two_clusters_2	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	5.2e-14	pass
two_clusters_3	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	5.2e-14	pass
two_clusters_4	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	5.2e-14	pass
two_clusters_5	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	8.0e-13	pass
two_clusters_6	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	8.1e-13	pass
two_clusters_7	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	5.2e-14	pass
two_clusters_8	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	5.2e-14	pass
two_clusters_9	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	893	5.2e-14	pass
missing_iv_1	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	875	2.1e-14	pass
missing_iv_2	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	875	2.1e-14	pass
missing_iv_3	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	875	2.2e-14	pass
missing_iv_4	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	875	2.2e-14	pass
missing_iv_5	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	869	1.2e-14	pass
missing_iv_6	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	869	1.2e-14	pass
missing_iv_7	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	875	2.1e-14	pass
missing_iv_8	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	875	2.0e-14	pass
missing_iv_9	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	875	2.1e-14	pass
iv_1	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.4e-14	pass
iv_2	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	1.4e-14	pass
iv_3	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.0e-14	pass
iv_4	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	3.3e-14	pass
iv_5	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	8.9e-15	pass
iv_6	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	1.1e-14	pass
iv_7	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.4e-14	pass
iv_8	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	5.4e-14	pass
iv_9	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	1.6e-14	pass
weighted_iv_1	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.9e-14	pass
weighted_iv_2	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.2e-14	pass
weighted_iv_3	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.4e-14	pass
weighted_iv_4	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.9e-14	pass
weighted_iv_5	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.8e-14	pass
weighted_iv_6	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.7e-14	pass
weighted_iv_7	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.9e-14	pass
weighted_iv_8	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.8e-14	pass
weighted_iv_9	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	921	2.3e-14	pass
no_intercept_iv_1	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	882	6.4e-14	pass
no_intercept_iv_2	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	882	6.4e-14	pass
no_intercept_iv_3	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	882	6.5e-14	pass
no_intercept_iv_4	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	882	6.6e-14	pass
no_intercept_iv_5	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	882	3.6e-15	pass
no_intercept_iv_6	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	882	3.6e-15	pass
no_intercept_iv_7	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	882	6.4e-14	pass
no_intercept_iv_8	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	882	5.7e-14	pass
no_intercept_iv_9	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	882	5.8e-14	pass
multiple_iv_1	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	888	2.3e-14	pass
multiple_iv_2	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	888	2.3e-14	pass
multiple_iv_3	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	888	6.8e-14	pass
multiple_iv_4	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	888	6.8e-14	pass
multiple_iv_5	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	882	8.9e-15	pass
multiple_iv_6	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	882	8.9e-15	pass
multiple_iv_7	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	888	2.3e-14	pass
multiple_iv_8	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	888	2.3e-14	pass
multiple_iv_9	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	888	2.5e-14	pass
heating_iv_1	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	5,682	2.8e-13	pass
heating_iv_2	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	5,682	1.6e-13	pass
heating_iv_3	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	5,682	2.5e-13	pass
heating_iv_4	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	5,682	1.8e-13	pass
heating_ols_1	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	5,682	3.7e-13	pass
heating_ols_2	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	5,682	3.7e-13	pass
heating_ols_3	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	5,682	3.6e-13	pass
heating_ols_4	polyfill	OLS/IV covariance and inference	\|x − r\| ≤ 1e-9 + 1e-7 × \|r\|	5,682	3.6e-13	pass

Limitations

Known differences

Cluster inference uses G-1 degrees of freedom, explicitly computed in the reference generator.
IV first-stage, Wu-Hausman, and Sargan diagnostics retain their iid definitions.
Newey-West uses explicit lag, retained row order, Bartlett weights, and prewhite=FALSE.

Reproduction

From the repository root

Rscript docs/verifications/vcov.R
python3 docs/verifications/compare_vcov.py

Raw record: site/verifications/vcov.json
Full results: docs/verifications/vcov-results.json
Input data: tests/fixtures/vcov-r.json