Request: document precise form of robust covariance estimators for multi-outcome models

[alexpghayes]

Currently https://declaredesign.org/r/estimatr/articles/mathematical-notes.html only documents the form of covariance estimators for linear models with a single outcome. However, lm_robust() supports multiple outcomes. It would be helpful to document the computation that is happening in these cases.

I would be happy to add this documentation myself if you can point me towards relevant references.