Clusterrobust variancecovariance matrix for a robu object.
Description
vcovCR
returns a sandwich estimate of the variancecovariance matrix
of a set of regression coefficient estimates from a
robu
object.
Usage
1 2 3 
Arguments
obj 
Fitted model for which to calcualte the variancecovariance matrix 
cluster 
Optional expression or vector indicating which observations
belong to the same cluster. If not specified, will be set to the

type 
Character string specifying which smallsample adjustment should be used. 
target 
Optional matrix or vector describing the working
variancecovariance model used to calculate the 
inverse_var 
Optional logical indicating whether the weights used in
fitting the model are inversevariance. If not specified, 
form 
Controls the form of the returned matrix. The default

... 
Additional arguments available for some classes of objects. 
Value
An object of class c("vcovCR","clubSandwich")
, which consists
of a matrix of the estimated variance of and covariances between the
regression coefficient estimates.
See Also
vcovCR
Examples
1 2 3 4 5 6 7 8 9 10 11 12 13 14  library(robumeta)
data(hierdat)
robu_fit < robu(effectsize ~ binge + followup + sreport + age,
data = hierdat, studynum = studyid,
var.eff.size = var, modelweights = "HIER")
robu_fit
robu_CR2 < vcovCR(robu_fit, type = "CR2")
robu_CR2
coef_test(robu_fit, vcov = robu_CR2, test = c("Satterthwaite", "saddlepoint"))
Wald_test(robu_fit, constraints = c(2,4), vcov = robu_CR2)
Wald_test(robu_fit, constraints = 2:5, vcov = robu_CR2)
