vcovCR returns a sandwich estimate of the variance-covariance matrix
of a set of regression coefficient estimates from a gls object.
# S3 method for gls
vcovCR(obj, cluster, type, target, inverse_var,
form = "sandwich", ...)Fitted model for which to calcualte the variance-covariance matrix
Optional expression or vector indicating which observations
belong to the same cluster. If not specified, will be set to
getGroups(obj).
Character string specifying which small-sample adjustment should be used.
Optional matrix or vector describing the working
variance-covariance model used to calculate the CR2 and CR4
adjustment matrices. If not specified, the target is taken to be the
estimated variance-covariance structure of the gls object.
Optional logical indicating whether the weights used in
fitting the model are inverse-variance. If not specified, vcovCR
will attempt to infer a value.
Controls the form of the returned matrix. The default
"sandwich" will return the sandwich variance-covariance matrix.
Alternately, setting form = "meat" will return only the meat of the
sandwich and setting form = B, where B is a matrix of
appropriate dimension, will return the sandwich variance-covariance matrix
calculated using B as the bread.
Additional arguments available for some classes of objects.
An object of class c("vcovCR","clubSandwich"), which consists
of a matrix of the estimated variance of and covariances between the
regression coefficient estimates.