vcov.rlmerMod: Variance-covariance matrix of the fixed effects of an...

In robustlmm: Robust Linear Mixed Effects Models

Variance-covariance matrix of the fixed effects of an rlmerMod fit.

Description

By default returns the same object as lme4's vcov.merMod (the linearised model-based covariance). With type = "sandwich", returns the robust cluster-sandwich vcov_sandwich.

Usage

## S3 method for class 'rlmerMod'
vcov(
  object,
  type = c("default", "sandwich"),
  cluster = NULL,
  correction = c("G1", "none"),
  ...
)

Arguments

object	An rlmerMod object.
type	"default" (the lme4-inherited linearised vcov; the pre-existing behaviour) or "sandwich" (the robust cluster-sandwich).
cluster	When type = "sandwich", passed to vcov_sandwich: NULL (auto-detect for a single grouping factor), a character string naming a grouping factor of the model, or a length-n vector of cluster memberships.
correction	When type = "sandwich", "G1" (default, applies the J/(J-1) small-sample scaling) or "none".
...	Additional arguments passed to the default vcov method (only used when type = "default").

Details

The cluster sandwich is exact for a single (nested) grouping factor; for crossed factors it is approximate (a warning is issued, see vcov_sandwich).

Small-J caveat for the sandwich. The G1 correction is necessary but not sufficient at very small J: in a simulation study sandwich CI coverage drops to ~0.89 at J = 8 (vs. nominal 0.95). vcov_sandwich emits a warning for J < 20; for inference at small J prefer type = "default" or pair the sandwich CI with a bootstrap calibration (e.g. confintROB).

Value

A p \times p covariance matrix for \hat{\beta}.

See Also

vcov_sandwich

robustlmm documentation built on July 30, 2026, 5:11 p.m.