Package: wnpp Severity: wishlist Subject: ITP: r-cran-clubsandwich -- GNU R cluster-robust (Sandwich) variance estimators with small-sample Package: wnpp Owner: Andreas Tille <ti...@debian.org> Severity: wishlist
* Package name : r-cran-clubsandwich Version : 0.3.5 Upstream Author : James Pustejovsky * URL : https://cran.r-project.org/package=clubSandwich * License : GPL-3 Programming Lang: GNU R Description : GNU R 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'). Remark: This package is maintained by Debian R Packages Maintainers at https://salsa.debian.org/r-pkg-team/r-cran-clubsandwich
