bread {sandwich} | R Documentation |
Bread for Sandwiches
Description
Generic function for extracting an estimator for the bread of sandwiches.
Usage
bread(x, ...)
Arguments
x |
a fitted model object. |
... |
arguments passed to methods. |
Value
A matrix containing an estimator for the expectation of the negative
derivative of the estimating functions, usually the Hessian.
Typically, this should be an matrix corresponding
to
parameters. The rows and columns should be named
as in
coef
or terms
, respectively.
The default method tries to extract vcov
and nobs
and simply computes their product.
References
Zeileis A (2006). “Object-Oriented Computation of Sandwich Estimators.” Journal of Statistical Software, 16(9), 1–16. doi:10.18637/jss.v016.i09
Zeileis A, Köll S, Graham N (2020). “Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in R.” Journal of Statistical Software, 95(1), 1–36. doi:10.18637/jss.v095.i01
See Also
Examples
## linear regression
x <- sin(1:10)
y <- rnorm(10)
fm <- lm(y ~ x)
## bread: n * (x'x)^{-1}
bread(fm)
solve(crossprod(cbind(1, x))) * 10