sandwich: Sandwich Estimator based on Bread and Meat Matrices
Description
This (simplified) method for a new S3 generic based on sandwich
computes the sandwich estimator for a fitted glmmTMB model.
Usage
sandwich(x, ...)
# S3 method for default
sandwich(x, ...)
# S3 method for glmmTMB
sandwich(x, full = FALSE, cluster = getGroups(x), rawnames = FALSE, ...)
Value
A square matrix representing the sandwich estimator.
Arguments
x
a glmmTMB object fitted with ML (REML is not supported).
...
ignored by the glmmTMB method.
full
logical; if TRUE, return the full sandwich matrix including variance components,
otherwise only the fixed effects part (if the model was fit with ML).
cluster
a factor indicating the cluster structure of the data.
rawnames
logical; if TRUE, keep the original names of the parameters as in the
TMB object. By default, FALSE such that the names are sanitized to user friendly names.