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clubSandwich
View on CRAN: Click
here
Download and install clubSandwich package within the R console
Install from CRAN:
install.packages("clubSandwich")
Install from Github:
library("remotes")
install_github("cran/clubSandwich")
Install by package version:
library("remotes")
install_version("clubSandwich", "0.5.10")
Attach the package and use:
library("clubSandwich")
Maintained by
James Pustejovsky
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-07-23
Latest Update: 2023-07-20
Description:
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 (2017)
. 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').
How to cite:
James Pustejovsky (2016). clubSandwich: Cluster-Robust (Sandwich) Variance Estimators with Small-Sample Corrections. R package version 0.5.10, https://cran.r-project.org/web/packages/clubSandwich
Previous versions and publish date:
0.2.1 (2016-07-23 21:07), 0.2.2 (2016-12-01 19:44), 0.2.3 (2017-08-10 21:07), 0.3.0 (2017-11-13 11:23), 0.3.1 (2018-04-04 16:50), 0.3.2 (2018-05-22 00:54), 0.3.3 (2019-01-24 15:10), 0.3.4 (2019-05-11 17:10), 0.3.5 (2019-05-14 23:40), 0.4.0 (2019-12-18 16:30), 0.4.1 (2020-01-28 10:40), 0.4.2 (2020-07-23 06:57), 0.5.0 (2020-09-01 10:40), 0.5.1 (2020-10-12 13:20), 0.5.2 (2020-11-14 14:40), 0.5.3 (2021-01-24 01:20), 0.5.4 (2022-01-09 02:32), 0.5.5 (2022-01-18 17:02), 0.5.6 (2022-04-23 10:10), 0.5.7 (2022-06-15 11:20), 0.5.8 (2022-08-15 09:50), 0.5.9 (2023-07-12 20:30)
Other packages that cited clubSandwich R package
View clubSandwich citation profile
Other R packages that clubSandwich depends,
imports, suggests or enhances
Functions, R codes and Examples using
the clubSandwich R package
Some associated functions: AchievementAwardsRCT . MortalityRates . SATcoaching . Wald_test . coef_test . conf_int . constraint_matrices . dropoutPrevention . findCluster.rma.mv . impute_covariance_matrix . linear_contrast . pattern_covariance_matrix . vcovCR.geeglm . vcovCR.glm . vcovCR.gls . vcovCR.ivreg . vcovCR.lm . vcovCR.lme . vcovCR.lmerMod . vcovCR.mlm . vcovCR . vcovCR.plm . vcovCR.rma.mv . vcovCR.rma.uni . vcovCR.robu .
Some associated R codes: CR-adjustments.R . S3-methods.R . Wald_test.R . clubSandwich.R . coef_test.R . conf_int.R . data-documentation.R . geeglm.R . get_arrays.R . glm.R . gls.R . ivreg.R . lm.R . lme.R . lmer.R . matrix-functions.R . mlm.R . plm.R . rma-mv.R . rma-uni.R . robu.R . utilities.R . Full clubSandwich package functions and examples
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