vcovCR.ivreg {clubSandwich}  R Documentation 
vcovCR
returns a sandwich estimate of the variancecovariance matrix
of a set of regression coefficient estimates from an ivreg
object.
## S3 method for class 'ivreg'
vcovCR(
obj,
cluster,
type,
target = NULL,
inverse_var = FALSE,
form = "sandwich",
...
)
obj 
Fitted model for which to calculate the variancecovariance matrix 
cluster 
Expression or vector indicating which observations belong to
the same cluster. Required for 
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 
Not used for 
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(AER)
data("CigarettesSW")
Cigs < within(CigarettesSW, {
rprice < price/cpi
rincome < income/population/cpi
tdiff < (taxs  tax)/cpi
})
iv_fit < ivreg(log(packs) ~ log(rprice) + log(rincome) 
log(rincome) + tdiff + I(tax/cpi), data = Cigs)
vcovCR(iv_fit, cluster = Cigs$state, type = "CR2")
coef_test(iv_fit, vcov = "CR2", cluster = Cigs$state)