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) and developed further by Pustejovsky and Tipton (2016) . 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(), plm() (from package 'plm'), gls() and lme() (from 'nlme'), robu() (from 'robumeta'), and rma.uni() and rma.mv() (from 'metafor').

Maintainer: James Pustejovsky <jepusto at gmail.com>

Author(s): James Pustejovsky*

Install package and any missing dependencies by running this line in your R console:

install.packages("clubSandwich")

Depends R (>= 3.0.0)
Imports stats, sandwich
Suggests Formula, knitr, car, metafor, robumeta, nlme, mlmRev, AER, plm, testthat, rmarkdown
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Package clubSandwich
Materials
URL https://github.com/jepusto/clubSandwich
Task Views Econometrics
Version 0.2.2
Published 2016-12-01
License GPL-3
BugReports https://github.com/jepusto/clubSandwich/issues
SystemRequirements
NeedsCompilation no
Citation
CRAN checks clubSandwich check results
Package source clubSandwich_0.2.2.tar.gz