# Linear Model Summary with Sandwich Standard Errors

### Description

`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.

### Usage

1 2 3 4 5 | ```
summarySandwich(model, ...)
## S3 method for class 'lm'
summarySandwich(model,
type=c("hc3", "hc0", "hc1", "hc2", "hc4", "hac"), ...)
``` |

### Arguments

`model` |
a linear-model object. |

`type` |
type of sandwich standard errors to be computed; see |

`...` |
arguments to be passed to |

### Value

an object of class `"summary.lm"`

, with sandwich standard errors substituted for the
usual OLS standard errors; the omnibus F-test is similarly adjusted.

### Author(s)

John Fox jfox@mcmaster.ca

### See Also

`hccm`

, `vcovHAC`

.

### Examples

1 2 3 | ```
mod <- lm(prestige ~ income + education + type, data=Prestige)
summary(mod)
summarySandwich(mod)
``` |