bread                package:sandwich                R Documentation

_B_r_e_a_d _f_o_r _S_a_n_d_w_i_c_h_e_s

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

     Generic function for extracting an estimator for the bread of
     sandwiches.

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

     bread(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 an estimator for the expectation of the
     negative derivative of the estimating functions, usually the
     Hessian. Typically, this should be an k x k matrix corresponding
     to k parameters. The rows and 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://www.jstatsoft.org/v16/i09/>.

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

     'lm', 'glm'

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

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

     ## bread: n * (x'x)^{-1}
     bread(fm)
     solve(crossprod(cbind(1, x))) * 10

