clubSandwich: Cluster-Robust (Sandwich) Variance Estimators with Small-Sample Corrections
Version 0.2.2

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) and developed further by Pustejovsky and Tipton (2016) . 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(), plm() (from package 'plm'), gls() and lme() (from 'nlme'), robu() (from 'robumeta'), and rma.uni() and rma.mv() (from 'metafor').

AuthorJames Pustejovsky [aut, cre]
Date of publication2016-12-01 19:44:29
MaintainerJames Pustejovsky <jepusto@gmail.com>
LicenseGPL-3
Version0.2.2
URL https://github.com/jepusto/clubSandwich
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("clubSandwich")

Getting started

Cluster-robust standard errors and hypothesis tests in panel data models"
Cluster-Robust Variance Estimation with clubSandwich"
Meta-analysis with cluster-robust variance estimation"

Popular man pages

coef_test: Test all regression coefficients in a fitted model
SATcoaching: Randomized experiments on SAT coaching
vcovCR: Cluster-robust variance-covariance matrix
vcovCR.ivreg: Cluster-robust variance-covariance matrix for an ivreg...
vcovCR.lme: Cluster-robust variance-covariance matrix for an lme object.
vcovCR.plm: Cluster-robust variance-covariance matrix for a plm object.
vcovCR.robu: Cluster-robust variance-covariance matrix for a robu object.
See all...

All man pages Function index File listing

Man pages

AchievementAwardsRCT: Achievement Awards Demonstration program
coef_test: Test all regression coefficients in a fitted model
dropoutPrevention: Dropout prevention/intervention program effects
MortalityRates: State-level annual mortality rates by cause among 18-20...
SATcoaching: Randomized experiments on SAT coaching
vcovCR: Cluster-robust variance-covariance matrix
vcovCR.gls: Cluster-robust variance-covariance matrix for a gls object.
vcovCR.ivreg: Cluster-robust variance-covariance matrix for an ivreg...
vcovCR.lm: Cluster-robust variance-covariance matrix for an lm object.
vcovCR.lme: Cluster-robust variance-covariance matrix for an lme object.
vcovCR.plm: Cluster-robust variance-covariance matrix for a plm object.
vcovCR.rma.mv: Cluster-robust variance-covariance matrix for a robu object.
vcovCR.rma.uni: Cluster-robust variance-covariance matrix for a rma.uni...
vcovCR.robu: Cluster-robust variance-covariance matrix for a robu object.
Wald_test: Test parameter constraints in a fitted linear regression...

Functions

AchievementAwardsRCT Man page
CR0 Source code
CR1 Source code
CR1S Source code
CR2 Source code
CR3 Source code
CR4 Source code
Hotelling_Tsq Source code
IH_jj_list Source code
MortalityRates Man page
SATcoaching Man page
Satterthwaite Source code
Sj Source code
Wald_test Man page Source code
Wald_testing Source code
ZDZt Source code
add_bdiag Source code
add_submatrices Source code
adjust_est_mats Source code
array_multiply Source code
as.matrix.clubSandwich Source code
augmented_model_matrix Source code
augmented_model_matrix.default Source code
augmented_model_matrix.plm Source code
bread.gls Source code
bread.lme Source code
bread.plm Source code
bread.rma.mv Source code
bread.rma.uni Source code
bread.robu Source code
check_CR Source code
check_bread Source code
chol_psd Source code
coef_CS Source code
coef_CS.default Source code
coef_CS.lme Source code
coef_CS.robu Source code
coef_test Man page Source code
covariance_array Source code
dropoutPrevention Man page
findCluster.plm Source code
findCluster.rma.mv Source code
getData Source code
get_GH Source code
get_P_array Source code
get_S_array Source code
get_bread Source code
get_constraint_mat Source code
get_index_order Source code
matrix_list Source code
matrix_power Source code
model_matrix Source code
model_matrix.default Source code
model_matrix.gls Source code
model_matrix.ivreg Source code
model_matrix.lme Source code
model_matrix.plm Source code
model_matrix.robu Source code
nobs.plm Source code
print.Wald_test_clubSandwich Source code
print.clubSandwich Source code
print.coef_test_clubSandwich Source code
projection_matrix Source code
projection_matrix.default Source code
projection_matrix.ivreg Source code
residuals_CS Source code
residuals_CS.default Source code
residuals_CS.lme Source code
residuals_CS.plm Source code
residuals_CS.robu Source code
saddlepoint Source code
saddlepoint_pval Source code
sub_f Source code
targetVariance Source code
targetVariance.default Source code
targetVariance.gls Source code
targetVariance.ivreg Source code
targetVariance.lme Source code
targetVariance.plm Source code
targetVariance.rma.mv Source code
targetVariance.rma.uni Source code
targetVariance.robu Source code
total_variance_mat Source code
v_scale Source code
v_scale.default Source code
v_scale.ivreg Source code
v_scale.lm Source code
v_scale.lme Source code
v_scale.plm Source code
v_scale.rma.mv Source code
v_scale.robu Source code Source code
vcovCR Man page Source code
vcovCR.default Man page Source code
vcovCR.gls Man page Source code
vcovCR.ivreg Man page Source code
vcovCR.lm Man page Source code
vcovCR.lme Man page Source code
vcovCR.plm Man page Source code
vcovCR.rma.mv Man page Source code
vcovCR.rma.uni Man page Source code
vcovCR.robu Man page Source code
vcov_CR Source code
weightMatrix Source code
weightMatrix.default Source code
weightMatrix.gls Source code
weightMatrix.ivreg Source code
weightMatrix.lme Source code
weightMatrix.plm Source code
weightMatrix.rma.mv Source code
weightMatrix.rma.uni Source code
weightMatrix.robu Source code

Files

inst
inst/doc
inst/doc/panel-data-CRVE.Rmd
inst/doc/Robust-Variance-Estimation-with-clubSandwich.html
inst/doc/meta-analysis-with-CRVE.html
inst/doc/panel-data-CRVE.R
inst/doc/Robust-Variance-Estimation-with-clubSandwich.Rmd
inst/doc/panel-data-CRVE.html
inst/doc/meta-analysis-with-CRVE.R
inst/doc/meta-analysis-with-CRVE.Rmd
tests
tests/testthat.R
tests/testthat
tests/testthat/test_plm-unbalanced-fixed-effects.R
tests/testthat/test_plm-first-differences.R
tests/testthat/test_robu.R
tests/testthat/test_plm-random-effects.R
tests/testthat/test_rma-mv.R
tests/testthat/test_ivreg.R
tests/testthat/test_Wald.R
tests/testthat/test_plm-fixed-effects.R
tests/testthat/test_lm.R
tests/testthat/test_lme_2level.R
tests/testthat/test_rma-uni.R
tests/testthat/test_gls.R
tests/testthat/test_coef.R
tests/testthat/test_lme_3level.R
NAMESPACE
NEWS
data
data/MortalityRates.RData
data/dropoutPrevention.RData
data/SATcoaching.RData
data/AchievementAwardsRCT.RData
R
R/S3-methods.R
R/CR-adjustments.R
R/Wald_test.R
R/rma-mv.R
R/utilities.R
R/matrix-functions.R
R/lm.R
R/ivreg.R
R/data-documentation.R
R/robu.R
R/coef_test.R
R/clubSandwich.R
R/rma-uni.R
R/plm.R
R/gls.R
R/lme.R
R/get_arrays.R
vignettes
vignettes/panel-data-CRVE.Rmd
vignettes/Robust-Variance-Estimation-with-clubSandwich.Rmd
vignettes/meta-analysis-with-CRVE.Rmd
MD5
build
build/vignette.rds
DESCRIPTION
man
man/vcovCR.Rd
man/dropoutPrevention.Rd
man/vcovCR.plm.Rd
man/vcovCR.gls.Rd
man/MortalityRates.Rd
man/AchievementAwardsRCT.Rd
man/vcovCR.lme.Rd
man/vcovCR.robu.Rd
man/Wald_test.Rd
man/vcovCR.rma.uni.Rd
man/vcovCR.lm.Rd
man/coef_test.Rd
man/vcovCR.rma.mv.Rd
man/SATcoaching.Rd
man/vcovCR.ivreg.Rd
clubSandwich documentation built on May 19, 2017, 9:20 p.m.

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