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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(<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 robu 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