bread {sandwich} | R Documentation |
Generic function for extracting an estimator for the bread of sandwiches.
bread(x, ...)
x |
a fitted model object. |
... |
arguments passed to methods. |
A matrix containing an estimator for the expectation of the negative
derivative of the estimating functions, usually the Hessian.
Typically, this should be an k x k matrix corresponding
to k 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.
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
## 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