Nothing
sandwich <- function(x, bread. = bread, meat. = meat, ...)
{
if(is.list(x) && !is.null(x$na.action)) class(x$na.action) <- "omit"
if(is.function(bread.)) bread. <- bread.(x)
if(is.function(meat.)) meat. <- meat.(x, ...)
n <- NROW(estfun(x))
return(1/n * (bread. %*% meat. %*% bread.))
}
meat <- function(x, adjust = FALSE, ...)
{
if(is.list(x) && !is.null(x$na.action)) class(x$na.action) <- "omit"
psi <- estfun(x, ...)
k <- NCOL(psi)
n <- NROW(psi)
rval <- crossprod(as.matrix(psi))/n
if(adjust) rval <- n/(n-k) * rval
rownames(rval) <- colnames(rval) <- colnames(psi)
return(rval)
}
vcovOPG <- function(x, adjust = FALSE, ...)
{
if(is.list(x) && !is.null(x$na.action)) class(x$na.action) <- "omit"
psi <- estfun(x, ...)
k <- NCOL(psi)
n <- NROW(psi)
rval <- chol2inv(qr.R(qr(psi)))
if(adjust) rval <- n/(n-k) * rval
rownames(rval) <- colnames(rval) <- colnames(psi)
return(rval)
}
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