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

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) <http://www.statcan.gc.ca/pub/12-001-x/2002002/article/9058-eng.pdf> and developed further by Pustejovsky and Tipton (2016) <DOI:10.1080/07350015.2016.1247004>. 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').

Author
James Pustejovsky [aut, cre]
Date of publication
2016-12-01 19:44:29
Maintainer
James Pustejovsky <jepusto@gmail.com>
License
GPL-3
Version
0.2.2
URLs

View on CRAN

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...

Files in this package

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