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clubSandwich 0.5.8

  • Added support for ivreg::ivreg objects when estimated by ordinary least squares (support for objects estimated by 2SM and 2SMM is not yet implemented).
  • Updated unit tests for plm::plm() when method = "FD" to account for bug fixes in version 2.6-2 of plm.

clubSandwich 0.5.7

CRAN release: 2022-06-15

  • Fixed bug in methods for multi-variate multi-level models estimated with lme().
  • Updated vignettes, examples, and unit tests so that the package can be compiled without any packages from SUGGESTS.

clubSandwich 0.5.6

CRAN release: 2022-04-23

  • Corrected bug in methods for plm objects estimated by random effects, which occurred when a user-specified clustering variable was at a higher level than the random effects.
  • Added support for plm objects with nested random effects (effects = "nested").
  • Added additional syntactic options for specifying clustering variable with plm objects. See ?plm.
  • Corrected bug in how Wald_test() labeled results when test = "Naive-Fp".

clubSandwich 0.5.5

CRAN release: 2022-01-18

  • New function linear_contrast() calculates robust confidence intervals and p-values for linear contrasts of regression coefficients from a fitted model. Works with constrain_pairwise() and other constrain_*() helper functions.

  • Corrected precision of unit test leading to error on M1mac.

clubSandwich 0.5.4

CRAN release: 2022-01-09

New features

  • Wald_test() gains an option for test = "Naive-Fp", which uses denominator degrees of freedom equal to the number of clusters minus the number of coefficients in the fitted model.
  • coef_test() and conf_int() gain an option for test = "naive-tp", which uses denominator degrees of freedom equal to the number of clusters minus the number of coefficients in the fitted model.

Minor improvements and bug fixes

  • Corrected a bug in the Satterthwaite degrees of freedom calculations for models that include only an intercept.

  • Output of coef_test() and conf_int() now include a variable containing the coefficient names, so that the results are “tidy.”

  • conf_int() now includes an option to report a p-value for each coefficient.

  • coef_test() now reports degrees of freedom for test = 'z' and test = 'naive-t'.

  • vcovCR() now provides a more informative error message when the clustering variable is a constant.

  • vcovCR() now handles models estimated using analytic weights, where some weights are equal to zero. Results are consistent with omitting observations with weights of zero.

  • Added more informative error messages for Wald_test() and conf_int(), triggered if the test argument does not match any of the available tests.

  • Corrected a bug in, which threw an error if a random effects factor in the model had unobserved levels.

  • Corrected a bug in Wald_test(), which threw an error for tests of intercept-only models.

  • Fixed a minor bug in print method for Wald_test() results, which threw an error when the p-value was NA.

clubSandwich 0.5.3

CRAN release: 2021-01-23

  • Removed dependency on mathjaxr

clubSandwich 0.5.2

CRAN release: 2020-11-14

  • Added mathjaxr to Imports

clubSandwich 0.5.1

CRAN release: 2020-10-12

New features

  • New functionality for impute_covariance_matrix():
    • Compute covariance matrices with AR1 correlation structure or with a combination of constant correlation and AR1 correlation structure.
    • Compute covariance matrices that are blocked by subgroup.
    • Average the variance estimates by cluster before computing covariance matrices.
  • New function pattern_covariance_matrix(), which creates a covariance matrix based on a specified pattern of correlations between different categories of effects.

Minor improvements and bug fixes

  • Corrected bug in methods for objects, which previously led to incorrect identification of clustering variables in models with multiple levels of random effects, where at least one set of random effects has inner | outer structure.

clubSandwich 0.5.0

CRAN release: 2020-09-01

New features: a major update to Wald_test()

Minor improvements and bug fixes

  • Corrected bug in methods for plm objects, which occurred when “within” models included cluster-level interactions. Previously main effects of cluster-level variables were not getting dropped from model_matrix.plm().

  • Corrected bugs in methods for robu objects

    • Corrected a bug that previously led to errors for models with only one column in the model matrix (i.e., intercept-only models).
    • Corrected a bug in an internal function that previously led to errors in constrain_equal() and constrain_zero() when called on robu objects.

clubSandwich 0.4.2

CRAN release: 2020-04-17

  • Updated and streamlined unit tests for R 4.0.0.

clubSandwich 0.4.1

CRAN release: 2020-01-28

  • Updated unit tests to satisfy obscure CRAN checks.

clubSandwich 0.4.0

CRAN release: 2019-12-18

clubSandwich 0.3.5

CRAN release: 2019-05-14

  • Added t statistics to output of coef_test().

  • Fixed a bug in get_index_order(), an internal function used with plm objects. Previously, the function assumed that both individual and time indices were specified in the plm call. The new function works even when zero or one indices are specified.

clubSandwich 0.3.3

CRAN release: 2019-01-24

  • impute_covariance_matrix() now drops unobserved factor levels.

  • updated method for handling residuals from rma.uni and objects, for consistency with metafor 2.1-0.

clubSandwich 0.3.2

CRAN release: 2018-05-21

clubSandwich 0.3.1

CRAN release: 2018-04-04

  • Added coefs option to coef_test() to allow testing of subsets of coefficients.

  • Updated tests to use carData instead of car package.

clubSandwich 0.3.0

CRAN release: 2017-11-13

  • Added methods for ivreg objects.

  • Added methods for mlm objects.

  • Updated residuals_CS.plm to account for changes in plm 1.6-6.

clubSandwich 0.2.3

CRAN release: 2017-08-10

New features

  • Added methods for glm objects.

  • Provide facility to cluster at higher level than highest random effects for lme and gls objects.

  • Added impute_covariance_matrix() utility function for multivariate meta-analysis.

Minor improvements and bug fixes

  • Updated methods for plm objects to account for changes in plm 1.6-6.

  • Added documentation of type options in vcovCR().

  • Added examples for all vcovCR() methods.

clubSandwich 0.2.2

CRAN release: 2016-12-01

New features

  • Added bread() methods for all supported model classes.

  • vcovCR() is now calculated using bread(), and carries attributes for bread, est_mat, and adjustment matrices.

  • vcovCR() gains a form argument to obtain just the meat of the sandwich, or to use a user-specified bread matrix.

Minor improvements and bug fixes

  • Refactored internal functions for degrees of freedom calculation to improve speed and memory usage.

  • Bug fixes:

    • updated nobs.plm() method to handle first-differenced models

clubSandwich 0.2.1

CRAN release: 2016-07-23

  • First version released on CRAN.