summarySandwich: Linear Model Summary with Sandwich Standard Errors

In RcmdrMisc: R Commander Miscellaneous Functions

Linear Model Summary with Sandwich Standard Errors

Description

Linear Model Summary with Sandwich Standard Errors

Usage

summarySandwich(model, ...)

## S3 method for class 'lm'
summarySandwich(model, type = c("hc3", "hc0", "hc1", "hc2", "hc4", "hac"), ...)

Arguments

model	a linear-model object.
...	arguments to be passed to hccm or vcovHAC.
type	type of sandwich standard errors to be computed; see hccm in the car package, and vcovHAC in the sandwich package, for details.

Details

summarySandwich creates a summary of a "lm" object similar to the standard one, with sandwich estimates of the coefficient standard errors in the place of the usual OLS standard errors, also modifying as a consequence the reported t-tests and p-values for the coefficients. Standard errors may be computed from a heteroscedasticity-consistent ("HC") covariance matrix for the coefficients (of several varieties), or from a heteroscedasticity-and-autocorrelation-consistent ("HAC") covariance matrix.

Value

an object of class "summary.lm", with sandwich standard errors substituted for the usual OLS standard errors; the omnibus F-test is similarly adjusted.

Author(s)

John Fox

See Also

hccm, vcovHAC.

Examples

mod <- lm(prestige ~ income + education + type, data=Prestige)
summary(mod)
summarySandwich(mod)

RcmdrMisc documentation built on Jan. 8, 2026, 9:06 a.m.