R: Bread and meat for the sandwich

bread.drc {drc} | R Documentation

## Bread and meat for the sandwich

### Description

Bread and meat for the sandwich estimator of the variance-covariance.

### Usage

      bread.drc(x, ...)

      estfun.drc(x, ...)

### Arguments

`x` | object of class `drc`
`...` | additional arguments. At the moment none are supported

### Details

The details are provided by Zeileis (2006).

### Value

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.

### Author(s)

Christian Ritz

### References

Zeileis, A. (2006) Object-oriented Computation of Sandwich Estimators, J. Statist. Software, 16, Issue 9.

### Examples

    ## 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)

[Package drc version 3.0-1 Index]