@Arun-Kuchibhotla (2021-03-18)
Also, this reminds of another important function to be implemented. The usual F-tests for comparing models; the classical ones are implemented as anova() and Anova(). I can never tell the difference between these two. The sandwich-based tests follow readily. Also, see https://bookdown.org/ccolonescu/RPoE4/heteroskedasticity.html
I should mention that some of these robust versions are already implemented in SAS (and SPSS??) and it might be a good idea to compare the numbers to other packages or programs to ensure correctness. This can be done at the very end.
@Arun-Kuchibhotla (2021-03-18)