clubSandwich: Cluster-Robust (Sandwich) Variance Estimators with Small-Sample Corrections
Version 0.2.3

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 (2017) . 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(), glm(), plm() (from package 'plm'), gls() and lme() (from 'nlme'), robu() (from 'robumeta'), and rma.uni() and (from 'metafor').

Package details

AuthorJames Pustejovsky [aut, cre]
Date of publication2017-08-10 19:07:15 UTC
MaintainerJames Pustejovsky <[email protected]>
Package repositoryView on CRAN
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clubSandwich documentation built on Aug. 11, 2017, 1:02 a.m.