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) <http://www.statcan.gc.ca/pub/12-001-x/2002002/article/9058-eng.pdf> and developed further by Pustejovsky and Tipton (2016) <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(), plm() (from package 'plm'), gls() and lme() (from 'nlme'), robu() (from 'robumeta'), and rma.uni() and rma.mv() (from 'metafor').
| Version: | 0.2.2 |
| Depends: | R (≥ 3.0.0) |
| Imports: | stats, sandwich |
| Suggests: | Formula, knitr, car, metafor, robumeta, nlme, mlmRev, AER, plm, testthat, rmarkdown |
| Published: | 2016-12-01 |
| Author: | James Pustejovsky [aut, cre] |
| Maintainer: | James Pustejovsky <jepusto at gmail.com> |
| BugReports: | https://github.com/jepusto/clubSandwich/issues |
| License: | GPL-3 |
| URL: | https://github.com/jepusto/clubSandwich |
| NeedsCompilation: | no |
| Materials: | NEWS |
| In views: | Econometrics |
| CRAN checks: | clubSandwich results |
| Reference manual: | clubSandwich.pdf |
| Vignettes: |
Cluster-robust variance estimation with clubSandwich Meta-analysis with cluster-robust variance estimation Cluster-robust standard errors and hypothesis tests in panel data models |
| Package source: | clubSandwich_0.2.2.tar.gz |
| Windows binaries: | r-devel: clubSandwich_0.2.2.zip, r-release: clubSandwich_0.2.2.zip, r-oldrel: clubSandwich_0.2.2.zip |
| OS X Mavericks binaries: | r-release: clubSandwich_0.2.2.tgz, r-oldrel: clubSandwich_0.2.2.tgz |
| Old sources: | clubSandwich archive |
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