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chandwich  

Chandler-Bate Sandwich Loglikelihood Adjustment
View on CRAN: Click here


Download and install chandwich package within the R console
Install from CRAN:
install.packages("chandwich")

Install from Github:
library("remotes")
install_github("cran/chandwich")

Install by package version:
library("remotes")
install_version("chandwich", "1.1.6")



Attach the package and use:
library("chandwich")
Maintained by
Paul J. Northrop
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-03-06
Latest Update: 2023-08-25
Description:
Performs adjustments of a user-supplied independence loglikelihood function using a robust sandwich estimator of the parameter covariance matrix, based on the methodology in Chandler and Bate (2007) . This can be used for cluster correlated data when interest lies in the parameters of the marginal distributions or for performing inferences that are robust to certain types of model misspecification. Functions for profiling the adjusted loglikelihoods are also provided, as are functions for calculating and plotting confidence intervals, for single model parameters, and confidence regions, for pairs of model parameters. Nested models can be compared using an adjusted likelihood ratio test.
How to cite:
Paul J. Northrop (2018). chandwich: Chandler-Bate Sandwich Loglikelihood Adjustment. R package version 1.1.6, https://cran.r-project.org/web/packages/chandwich. Accessed 04 Jun. 2026.
Previous versions and publish date:
1.0.0 (2018-03-06 20:03), 1.1.0 (2018-09-10 11:20), 1.1.1 (2018-11-28 18:10), 1.1.2 (2019-07-11 23:59), 1.1.3 (2020-11-07 13:40), 1.1.4 (2021-07-02 19:30), 1.1.5 (2021-10-30 16:10)
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