# sandwich

##### Making Sandwiches with Bread and Meat

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

- Keywords
- regression

##### Usage

`sandwich(x, bread. = bread, meat. = meat, …)`

##### Arguments

- x
a fitted model object.

- bread.
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/.

##### See Also

##### Examples

`library(sandwich)`

```
# NOT RUN {
x <- sin(1:10)
y <- rnorm(10)
fm <- lm(y ~ x)
sandwich(fm)
vcovHC(fm, type = "HC")
# }
```

*Documentation reproduced from package sandwich, version 2.4-0, License: GPL-2 | GPL-3*