Bread and meat for the sandwich
Bread and meat for the sandwich estimator of the variance-covariance.
bread.drc(x, ...) estfun.drc(x, ...)
x |
object of class |
... |
additional arguments. At the moment none are supported |
The details are provided by Zeileis (2006).
The unscaled hessian is returned by bread.drc, whereas estfun.drc
returns the estimating function evaluated at the data and the parameter estimates.
By default no clustering is assumed, corresponding to robust standard errors under independence.
If a cluster variable is provided the log likelihood contributions provided by estfun
are summed up for each cluster.
Christian Ritz
Zeileis, A. (2006) Object-oriented Computation of Sandwich Estimators, J. Statist. Software, 16, Issue 9.
## The lines below requires that the packages ## 'lmtest' and 'sandwich' are installed # library(lmtest) # library(sandwich) # ryegrass.m1<-drm(rootl ~ conc, data = ryegrass, fct = LL.4()) # Standard summary output # coeftest(ryegrass.m1) # Output with robust standard errors # coeftest(ryegrass.m1, vcov = sandwich)
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