vcovCR.gls {clubSandwich}  R Documentation 
vcovCR
returns a sandwich estimate of the variancecovariance matrix
of a set of regression coefficient estimates from a gls
object.
## S3 method for class 'gls'
vcovCR(obj, cluster, type, target, inverse_var, form = "sandwich", ...)
obj 
Fitted model for which to calculate the variancecovariance matrix 
cluster 
Optional expression or vector indicating which observations
belong to the same cluster. If not specified, will be set to

type 
Character string specifying which smallsample adjustment should
be used, with available options 
target 
Optional matrix or vector describing the working
variancecovariance model used to calculate the 
inverse_var 
Optional logical indicating whether the weights used in
fitting the model are inversevariance. If not specified, 
form 
Controls the form of the returned matrix. The default

... 
Additional arguments available for some classes of objects. 
An object of class c("vcovCR","clubSandwich")
, which consists
of a matrix of the estimated variance of and covariances between the
regression coefficient estimates.
library(nlme)
data(Ovary, package = "nlme")
Ovary$time_int < 1:nrow(Ovary)
lm_AR1 < gls(follicles ~ sin(2*pi*Time) + cos(2*pi*Time), data = Ovary,
correlation = corAR1(form = ~ time_int  Mare))
vcovCR(lm_AR1, type = "CR2")