# sandwich

0th

Percentile

##### Making Sandwiches with Bread and Meat

Constructing sandwich covariance matrix estimators by multiplying bread and meat matrices.

Keywords
regression
##### Arguments
x

a fitted model object.

either a bread matrix or a function for computing this via bread.(x).

meat.

either a bread matrix or a function for computing this via meat.(x, …).

arguments passed to the meat function.

##### Details

sandwich is a simple convenience function that takes a bread matrix (i.e., estimator of the expectation of the negative derivative of the estimating functions) and a meat matrix (i.e., estimator of the variance of the estimating functions) and multiplies them to a sandwich with meat between two slices of bread. By default bread and meat are called.

Some theoretical background along with implementation details is given in Zeileis (2006).

##### Value

A matrix containing the sandwich covariance matrix estimate. Typically, this should be an $k \times k$ matrix corresponding to $k$ parameters.

##### References

Zeileis A (2006), Object-Oriented Computation of Sandwich Estimators. Journal of Statistical Software, 16(9), 1--16. URL http://www.jstatsoft.org/v16/i09/.