0th

Percentile

Generic function for extracting an estimator for the bread of sandwiches.

Keywords
regression
Usage
bread(x, …)
Arguments
x

a fitted model object.

arguments passed to methods.

Value

A matrix containing an estimator for the expectation of the negative derivative of the estimating functions, usually the Hessian. Typically, this should be an $$k \times k$$ matrix corresponding to $$k$$ parameters. The rows and columns should be named as in coef or terms, respectively.

The default method tries to extract vcov and nobs and simply computes their product.

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/.

lm, glm

Examples
# NOT RUN {
## linear regression
x <- sin(1:10)
y <- rnorm(10)
fm <- lm(y ~ x)