Package index • clubSandwich

Cluster-robust variance covariance estimation

S3 methods for calculating cluster-robust variance-covariance matrices for various fitted model objects.

vcovCR(): Cluster-robust variance-covariance matrix

vcovCR(<geeglm>): Cluster-robust variance-covariance matrix for a geeglm object.

vcovCR(<glm>): Cluster-robust variance-covariance matrix for a glm object.

vcovCR(<gls>): Cluster-robust variance-covariance matrix for a gls object.

vcovCR(<ivreg>): Cluster-robust variance-covariance matrix for an ivreg object.

vcovCR(<lm>): Cluster-robust variance-covariance matrix for an lm object.

vcovCR(<lme>): Cluster-robust variance-covariance matrix for an lme object.

vcovCR(<lmerMod>): Cluster-robust variance-covariance matrix for an lmerMod object.

vcovCR(<mlm>): Cluster-robust variance-covariance matrix for an mlm object.

vcovCR(<plm>): Cluster-robust variance-covariance matrix for a plm object.

vcovCR(<rma.mv>): Cluster-robust variance-covariance matrix for a rma.mv object.

vcovCR(<rma.uni>): Cluster-robust variance-covariance matrix for a rma.uni object.

vcovCR(<robu>): Cluster-robust variance-covariance matrix for a robu object.

Inference functions

Functions for inference based on cluster-robust variance-covariance matrices.

coef_test(): Test all or selected regression coefficients in a fitted model

conf_int(): Calculate confidence intervals for all or selected regression coefficients in a fitted model

linear_contrast(): Calculate confidence intervals and p-values for linear contrasts of regression coefficients in a fitted model

Wald_test(): Test parameter constraints in a fitted linear regression model

constrain_zero() constrain_equal() constrain_pairwise(): Create constraint matrices

Helper functions for multivariate meta-analysis

Helper functions for use in estimating multivariate meta-analysis models with metafor::rma.mv().

impute_covariance_matrix(): Impute a block-diagonal covariance matrix

pattern_covariance_matrix(): Impute a patterned block-diagonal covariance matrix

findCluster.rma.mv(): Detect cluster structure of an rma.mv object

Data

Example datasets

AchievementAwardsRCT: Achievement Awards Demonstration program

dropoutPrevention: Dropout prevention/intervention program effects

MortalityRates: State-level annual mortality rates by cause among 18-20 year-olds

SATcoaching: Randomized experiments on SAT coaching