Linear Model Summary with Sandwich Standard Errors
summarySandwich creates a summary of a
"lm" object similar to the standard one,
with sandwich estimates of the coefficient standard errors in the place of the usual OLS standard errors,
also modifying as a consequence the reported t-tests and p-values for the coefficients.
Standard errors may be computed from a heteroscedasticity-consistent ("HC") covariance matrix for the
coefficients (of several varieties), or from a heteroscedasticity-and-autocorrelation-consistent ("HAC") covariance matrix.
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a linear-model object.
type of sandwich standard errors to be computed; see
arguments to be passed to
an object of class
"summary.lm", with sandwich standard errors substituted for the
usual OLS standard errors; the omnibus F-test is similarly adjusted.
John Fox firstname.lastname@example.org
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