clubSandwich: Cluster-Robust (Sandwich) Variance Estimators with Small-Sample Corrections

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) <http://www.statcan.gc.ca/pub/12-001-x/2002002/article/9058-eng.pdf> and developed further by Pustejovsky and Tipton (2017) <doi:10.1080/07350015.2016.1247004>. 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(), ivreg (from package 'AER'), plm() (from package 'plm'), gls() and lme() (from 'nlme'), robu() (from 'robumeta'), and rma.uni() and rma.mv() (from 'metafor').

Version: 0.3.0
Depends: R (≥ 3.0.0)
Imports: stats, sandwich
Suggests: Formula, knitr, car, geepack, metafor, robumeta, nlme, mlmRev, AER, plm (≥ 1.6-4), testthat, rmarkdown
Published: 2017-11-13
Author: James Pustejovsky [aut, cre]
Maintainer: James Pustejovsky <jepusto at gmail.com>
BugReports: https://github.com/jepusto/clubSandwich/issues
License: GPL-3
URL: https://github.com/jepusto/clubSandwich
NeedsCompilation: no
Materials: NEWS
In views: Econometrics, MetaAnalysis
CRAN checks: clubSandwich results

Downloads:

Reference manual: clubSandwich.pdf
Vignettes: Cluster-robust variance estimation with clubSandwich
Meta-analysis with cluster-robust variance estimation
Cluster-robust standard errors and hypothesis tests in panel data models
Package source: clubSandwich_0.3.0.tar.gz
Windows binaries: r-devel: clubSandwich_0.3.0.zip, r-release: clubSandwich_0.3.0.zip, r-oldrel: clubSandwich_0.3.0.zip
OS X El Capitan binaries: r-release: clubSandwich_0.3.0.tgz
OS X Mavericks binaries: r-oldrel: clubSandwich_0.3.0.tgz
Old sources: clubSandwich archive

Reverse dependencies:

Reverse suggests: plm, robumeta

Linking:

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