| bread {sandwich} | R Documentation |
Generic function for extracting an estimator for the bread of sandwiches.
bread(x, ...)
x |
a fitted model object. |
... |
arguments passed to methods. |
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 x k matrix corresponding
to k parameters. The rows and columns should be named
as in coef or terms, respectively.
Zeileis A (2006), Object-oriented Computation of Sandwich Estimators. Journal of Statistical Software, 16(9), 1–16. URL http://www.jstatsoft.org/v16/i09/.
## linear regression
x <- sin(1:10)
y <- rnorm(10)
fm <- lm(y ~ x)
## bread: n * (x'x)^{-1}
bread(fm)
solve(crossprod(cbind(1, x))) * 10