Package: clubSandwich 0.5.11.9999

clubSandwich: Cluster-Robust (Sandwich) Variance Estimators with Small-Sample Corrections

Provides several cluster-robust variance estimators (i.e., sandwich estimators) for ordinary and weighted least squares linear regression models, including the bias-reduced linearization estimator introduced by Bell and McCaffrey (2002) <https://www150.statcan.gc.ca/n1/pub/12-001-x/2002002/article/9058-eng.pdf> and developed further by Pustejovsky and Tipton (2017) <doi:10.1080/07350015.2016.1247004>. The package includes functions for estimating the variance- covariance matrix and for testing single- and multiple- contrast hypotheses based on Wald test statistics. Tests of single regression coefficients use Satterthwaite or saddle-point corrections. Tests of multiple- contrast hypotheses use an approximation to Hotelling's T-squared distribution. Methods are provided for a variety of fitted models, including lm() and mlm objects, glm(), geeglm() (from package 'geepack'), ivreg() (from package 'AER'), ivreg() (from package 'ivreg' when estimated by ordinary least squares), plm() (from package 'plm'), gls() and lme() (from 'nlme'), lmer() (from `lme4`), robu() (from 'robumeta'), and rma.uni() and rma.mv() (from 'metafor').

Authors:James Pustejovsky [aut, cre]

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Bug tracker:https://github.com/jepusto/clubsandwich/issues

On CRAN:

11 exports 47 stars 3.70 score 7 dependencies 3 dependents 3 mentions 586 scripts 5.7k downloads

Last updated 1 months agofrom:4443913eb8. Checks:OK: 7. Indexed: yes.

Exports:coef_testconf_intconstrain_equalconstrain_pairwiseconstrain_zerofindCluster.rma.mvimpute_covariance_matrixlinear_contrastpattern_covariance_matrixvcovCRWald_test

Dependencies:cligluelatticelifecyclerlangsandwichzoo