estfun               package:sandwich               R Documentation

_E_x_t_r_a_c_t _E_m_p_i_r_i_c_a_l _E_s_t_i_m_a_t_i_n_g _F_u_n_c_t_i_o_n_s

_D_e_s_c_r_i_p_t_i_o_n:

     Generic function for extracting the empirical estimating functions
     of a fitted model.

_U_s_a_g_e:

     estfun(x, ...)

_A_r_g_u_m_e_n_t_s:

       x: a fitted model object.

     ...: arguments passed to methods.

_V_a_l_u_e:

     A matrix containing the empirical estimating functions. Typically,
     this should be an n x k matrix corresponding to n observations and
     k parameters. The columns should be named as in 'coef' or 'terms',
     respectively.

_R_e_f_e_r_e_n_c_e_s:

     Zeileis A (2006), Object-oriented Computation of Sandwich
     Estimators. _Journal of Statistical Software_, *16*(9), 1-16. URL
     <URL: http://http://www.jstatsoft.org/v16/i09/>.

_S_e_e _A_l_s_o:

     'lm', 'glm'

_E_x_a_m_p_l_e_s:

     x <- sin(1:10)
     y <- rnorm(10)
     fm <- lm(y ~ x)

     estfun(fm)
     residuals(fm) * cbind(1, x)

