lmtest package - Difference between vcov and vcov.

Dear all,

I want to run a regression using coeftest() in combination with the 
waldtest() function from the lmtest package. I am confused about the 
argument vcov. The coeftest uses vcov. whereas according to the manual 
waldtest uses vcov and I am not sure about the difference between vcov. 
in coeftest() and vcov in waldtest().
In both cases this is intended to be used as "vcov = ..." by the end-user, 
e.g., "vcov = sandwich" etc. The reason why "vcov." rather than "vcov" was 
used was to avoid name confusions in pre-NAMESPACE times.

The 'trick' with vcov. (rather than vcov) could not be used in waldtest() 
because that always requires exact matching due to the preceeding ... 
argument..
If I use vcov. and vcov in the waldtest, I get different results for the 
F-test and the p-value. In addition, vcov. returns an error message that 
for numeric model specifications all values have to be >=1.
Yes, because then the specification goes into '...' rather than 'vcov' and 
is interpreted as a rule for model updating. This cannot work, though.
The sandwich package vignette (e.g. p. 10) uses vcov = ... as argument 
in the coeftest() function.

Hence, my question is which argument to use in the both functions coeftest() and waldtest(). Shall I use vcov. in coeftest() and vcov in waldtest() or should I use vcov in both functions?

I kindly ask for your help.

Thanks in advance.

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lmtest package - Difference between vcov and vcov.

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