vcovCR.lme {clubSandwich} | R Documentation |
vcovCR
returns a sandwich estimate of the variance-covariance matrix
of a set of regression coefficient estimates from a lme
object.
## S3 method for class 'lme' vcovCR(obj, cluster, type, target, inverse_var, form = "sandwich", ...)
obj |
Fitted model for which to calculate the variance-covariance matrix |
cluster |
Optional expression or vector indicating which observations
belong to the same cluster. If not specified, will be set to
|
type |
Character string specifying which small-sample adjustment should
be used, with available options |
target |
Optional matrix or vector describing the working
variance-covariance model used to calculate the |
inverse_var |
Optional logical indicating whether the weights used in
fitting the model are inverse-variance. If not specified, |
form |
Controls the form of the returned matrix. The default
|
... |
Additional arguments available for some classes of objects. |
An object of class c("vcovCR","clubSandwich")
, which consists
of a matrix of the estimated variance of and covariances between the
regression coefficient estimates.
library(nlme) rat_weight <- lme(weight ~ Time * Diet, data=BodyWeight, ~ Time | Rat) vcovCR(rat_weight, type = "CR2") data(egsingle, package = "mlmRev") math_model <- lme(math ~ year * size + female + black + hispanic, random = list(~ year | schoolid, ~ 1 | childid), data = egsingle) vcovCR(math_model, type = "CR2")