Sandwich

The <code>Sandwich()</code> function can be used to obtain heteroscedasticity-consistent standard errors of the regression parameters of a fitted Stage 1 model. These are used to account for heteroscedasticity.

heteroscedasticity

Sandwich estimator

Normative data are often used to estimate the relative position of a raw test score in the population. This package allows for deriving regression-based normative data. It includes functions that enable the fitting of regression models for the mean and residual (or variance) structures, test the model assumptions, derive the normative data in the form of normative tables or automatic scoring sheets, and estimate confidence intervals for the norms. This package accompanies the book Van der Elst, W. (2024). Regression-based normative data for psychological assessment. A hands-on approach using R. Springer Nature.

Wim der Elst

NormData

Derivation of Regression-Based Normative Data

Wim Van der Elst

Sandwich function

<dl> <dt>Stage.1.Model</dt>
<dd>The fitted stage 1 model for which heteroscedasticity-consistent standard errors (sandwich estimators) for the standard errors of the regression parameters has to be provided.</dd> <dt>Type</dt>
<dd>The type of the heteroscedasticity-consistent estimator that is used. By default, White's (White, 1980) estimator is used (i.e., <code>Type="HC0"</code>) but other estimators are available. For details, see the <code>vcovHC</code> function of the <code>sandwich</code> package.</dd></dl>

Arguments

Author

Sandwich estimators for standard errors — Sandwich

<dl>

 <dt>Stage.1.Model</dt>
<dd>The fitted stage 1 model for which heteroscedasticity-consistent standard errors (sandwich estimators) for the standard errors of the regression parameters has to be provided.</dd>

 <dt>Type</dt>
<dd>The type of the heteroscedasticity-consistent estimator that is used. By default, White's (White, 1980) estimator is used (i.e., <code>Type="HC0"</code>) but other estimators are available. For details, see the <code>vcovHC</code> function of the <code>sandwich</code> package.</dd>

</dl>

Sandwich: Sandwich estimators for standard errors

Description

Usage

Value

Arguments

Author

References

See Also

Examples