clubSandwich (0.2.3)

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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) and developed further by Pustejovsky and Tipton (2017) . 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(), glm(), plm() (from package 'plm'), gls() and lme() (from 'nlme'), robu() (from 'robumeta'), and rma.uni() and (from 'metafor').

Maintainer: James E. Pustejovsky
Author(s): James Pustejovsky [aut, cre]

License: GPL-3

Uses: sandwich, car, geepack, mlmRev, nlme, plm, AER, Formula, metafor, testthat, knitr, robumeta, rmarkdown
Reverse suggests: robumeta

Released 2 months ago.

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