Description Usage Arguments Details Value Author(s) References Examples
Bread and meat for the sandwich estimator of the variance-covariance.
1 2 3 | bread.drc(x, ...)
estfun.drc(x, ...)
|
x |
object of class |
... |
additional arguments. At the moment none are supported |
The details are provided by Zeileis (2006).
The unscaled hessian is returned by bread.drc
, whereas estfun.drc
returns the estimating function evaluated at the data and the parameter estimates.
By default no clustering is assumed, corresponding to robust standard errors under independence.
If a cluster variable is provided the log likelihood contributions provided by estfun
are summed up for each cluster.
Christian Ritz
Zeileis, A. (2006) Object-oriented Computation of Sandwich Estimators, J. Statist. Software, 16, Issue 9.
1 2 3 4 5 6 7 8 9 10 11 12 | ## The lines below requires that the packages
## 'lmtest' and 'sandwich' are installed
# library(lmtest)
# library(sandwich)
# ryegrass.m1<-drm(rootl ~ conc, data = ryegrass, fct = LL.4())
# Standard summary output
# coeftest(ryegrass.m1)
# Output with robust standard errors
# coeftest(ryegrass.m1, vcov = sandwich)
|
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