sandwich: Sandwich estimator allowing clustering

In josherrickson/epb: Peters-Belson with Prognostic Heterogeneity

Sandwich estimator allowing clustering

Description

This sandwich function is an overloaded function of sandwich from the sandwich package which enables a clusters argument.

Usage

sandwich(x, bread. = bread, meat. = meat, cluster = NULL, ...)

Arguments

x	a fitted model object.
bread.	either a bread matrix or a function for computing this via bread.(x).
meat.	either a meat matrix or a function for computing this via meat.(x).
cluster	A variable identifying cluster.
...	Additional arguments to meat.

Value

A covariance matrix.

See Also

sandwich::sandwich

josherrickson/epb documentation built on July 6, 2023, 9:12 p.m.