robVcov
calculates the asymptotic variance for Z-estimators.robVcov(U, d.U, id=NULL)
U
evaluated at the solution to the
estimating equations, with rows corresponding to the estimating
equations and columns corresponding to the model parameters. The
number of model parameters is assumed to equNULL
in which case all observations are considered to be independent. For clustered data, the rows in U
are added clusterwise
resulting in a cluster robust estimate of the variance.