Bread for Sandwiches

Description

Generic function for extracting an estimator for the bread of sandwiches.

Usage

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bread(x, ...)

Arguments

x

a fitted model object.

...

arguments passed to methods.

Value

A matrix containing an estimator for the expectation of the negative derivative of the estimating functions, usually the Hessian. Typically, this should be an k x k matrix corresponding to k parameters. The rows and columns should be named as in coef or terms, respectively.

References

Zeileis A (2006), Object-Oriented Computation of Sandwich Estimators. Journal of Statistical Software, 16(9), 1–16. URL http://www.jstatsoft.org/v16/i09/.

See Also

lm, glm

Examples

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## linear regression
x <- sin(1:10)
y <- rnorm(10)
fm <- lm(y ~ x)

## bread: n * (x'x)^{-1}
bread(fm)
solve(crossprod(cbind(1, x))) * 10