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# last modified 2014-08-09 by J. Fox
summarySandwich <- function(model, ...){
UseMethod("summarySandwich")
}
summarySandwich.lm <- function(model, type=c("hc3", "hc0", "hc1", "hc2", "hc4", "hac"), ...){
s <- summary(model)
c <- coef(s)
type <- match.arg(type)
v <- if (type != "hac") hccm(model, type=type, ...)
else vcovHAC(model, ...)
c[, 2] <- sqrt(diag(v))
c[, 3] <- c[,1]/c[,2]
c[, 4] <- 2*pt(abs(c[,3]), df=s$df[2], lower.tail=FALSE)
colnames(c)[2] <- paste("Std.Err(", type, ")", sep="")
s$coefficients <- c
coefs <- names(coef(model))
coefs <- coefs[coefs != "(Intercept)"]
h <- linearHypothesis(model, coefs, vcov.=v)
s$fstatistic <- c(value=h$F[2], numdf=length(coefs), dendf=s$df[2])
s
}
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