bread.Rchoice: Bread for sandwiches

In Rchoice: Discrete Choice (Binary, Poisson and Ordered) Models with Random Parameters

Bread for sandwiches

Description

Computes the “bread” of the sandwich covariance matrix for a model of class Rchoice

Usage

## S3 method for class 'Rchoice'
bread(x, ...)

Arguments

x	a fitted model of class Rchoice,
...	Other arguments when bread is applied to another class object.

Details

For more information see bread from the package sandwich.

Value

the covariance matrix times observations

References

Zeileis A (2006), Object-oriented Computation of Sandwich Estimators. Journal of Statistical Software, 16(9), 1–16.

Examples

## Probit model
data("Workmroz")
probit <- Rchoice(lfp ~ k5 + k618 + age + wc + hc + lwg + inc,  
                  data = Workmroz , family = binomial('probit'))
summary(probit)

library("sandwich")
bread(probit) 

Rchoice documentation built on March 31, 2023, 11:13 p.m.