sandwich: Sandwich Variance and Covariance Matrix for PLreg Objects

In ffqueiroz/PLreg: Power Logit Regression for Modeling Bounded Data

Sandwich Variance and Covariance Matrix for PLreg Objects

Description

The sandwich function provides an estimate for the asymptotic variance and covariance matrix of the parameter estimators of the power logit (or log-log) regression models based on de sandwich estimator (see Queiroz and Ferrari (2022)).

Usage

sandwich(object)

Arguments

object

fitted model object of class "PLreg".

Value

extra.parameter returns a matrix containing the sandwich variance and covariance matrix estimate.

References

Queiroz, F. F. and Ferrari, S. L. P. (2022). Power logit regression for modeling bounded data. arXiv:2202.01697.

See Also

PLreg

Examples

data("Firm")

fit <- PLreg(percentfat ~ days + sex + year, data = bodyfat_Aeolus,
             family = "PE", zeta = 2)
sandwich(fit)

ffqueiroz/PLreg documentation built on March 1, 2023, 2:27 a.m.