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Provides several cluster-robust variance estimators (i.e., sandwich estimators) for ordinary and weighted least squares linear regression models, including the bias-reduced linearization estimator introduced by Bell and McCaffrey (2002) <https://www150.statcan.gc.ca/n1/pub/12-001-x/2002002/article/9058-eng.pdf> and developed further by Pustejovsky and Tipton (2017) <doi:10.1080/07350015.2016.1247004>. The package includes functions for estimating the variance- covariance matrix and for testing single- and multiple- contrast hypotheses based on Wald test statistics. Tests of single regression coefficients use Satterthwaite or saddle-point corrections. Tests of multiple- contrast hypotheses use an approximation to Hotelling's T-squared distribution. Methods are provided for a variety of fitted models, including lm() and mlm objects, glm(), geeglm() (from package 'geepack'), ivreg() (from package 'AER'), ivreg() (from package 'ivreg' when estimated by ordinary least squares), plm() (from package 'plm'), gls() and lme() (from 'nlme'), lmer() (from ‘lme4'), robu() (from ’robumeta'), and rma.uni() and rma.mv() (from 'metafor').
Version: | 0.5.11 |
Depends: | R (≥ 3.0.0) |
Imports: | stats, sandwich, lifecycle |
Suggests: | Formula, knitr, carData, geepack, metafor, metadat, robumeta, nlme, mlmRev, AER, plm (≥ 1.6-4), Matrix, lme4, zoo, testthat, rmarkdown, covr, ivreg |
Published: | 2024-06-20 |
DOI: | 10.32614/CRAN.package.clubSandwich |
Author: | James Pustejovsky [aut, cre] |
Maintainer: | James Pustejovsky <jepusto at gmail.com> |
BugReports: | https://github.com/jepusto/clubSandwich/issues |
License: | GPL-3 |
URL: | http://jepusto.github.io/clubSandwich/ |
NeedsCompilation: | no |
Language: | en-US |
Materials: | NEWS |
In views: | Econometrics, MetaAnalysis, MixedModels, Robust |
CRAN checks: | clubSandwich results |
Package source: | clubSandwich_0.5.11.tar.gz |
Windows binaries: | r-devel: clubSandwich_0.5.11.zip, r-release: clubSandwich_0.5.11.zip, r-oldrel: clubSandwich_0.5.11.zip |
macOS binaries: | r-release (arm64): clubSandwich_0.5.11.tgz, r-oldrel (arm64): clubSandwich_0.5.11.tgz, r-release (x86_64): clubSandwich_0.5.11.tgz, r-oldrel (x86_64): clubSandwich_0.5.11.tgz |
Old sources: | clubSandwich archive |
Reverse imports: | EquiTrends, RESI, wildmeta |
Reverse suggests: | estimatr, ggeffects, insight, lavaSearch2, metadat, metafor, mlmhelpr, mmrm, modelsummary, panelr, parameters, robumeta, sjPlot |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.