clubSandwich
R package clubSandwich. Provides several cluster-robust variance estimators (i.e., sandwich estimators) for ordinary and weighted least squares linear regression models. Several adjustments are incorporated to improve small- sample performance. 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(), plm() (from package ’plm’), gls() and lme() (from ’nlme’), robu() (from ’robumeta’), and rma.uni() and rma.mv() (from ’metafor’).
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References in zbMATH (referenced in 2 articles )
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Sorted by year (- Barrientos, Andrés F.; Peña, Víctor: Bayesian bootstraps for massive data (2020)
- Daniel Ludecke; Mattan S. Ben-Shachar; Indrajeet Patil; Dominique Makowski: Extracting, Computing and Exploring the Parameters of Statistical Models using R (2020) not zbMATH