clubSandwich
0.7.0Cluster-Robust (Sandwich) Variance Estimators with Small-Sample Corrections
Overview
Provides several cluster-robust variance estimators (i.e., sandwich estimators) for ordinary and weighted least squares linear regression models, including the bias-reduced linearization estimator introduced by Bell and McCaffrey (2002) https://www150.statcan.gc.ca/n1/pub/12-001-x/2002002/article/9058-eng.pdf and developed further by Pustejovsky and Tipton (2017) DOI:10.1080/07350015.2016.1247004. The package includes functions for estimating the variance- covariance matrix and for testing single- and multiple- contrast hypotheses based on Wald test statistics. Tests of single regression coefficients use Satterthwaite or saddle-point corrections. Tests of multiple- contrast hypotheses use an approximation to Hotelling's T-squared distribution. Methods are provided for a variety of fitted models, including lm() and mlm objects; glm(); geeglm() (from package 'geepack'); lm_robust(), lm_lin(), and iv_robust() (from package 'estimatr'); ivreg() (from package 'AER'); ivreg() (from package 'ivreg' when estimated by ordinary least squares); plm() (from package 'plm'); gls() and lme() (from 'nlme'); lmer() (from `lme4`); robu() (from 'robumeta'); rma.uni() and rma.mv() (from 'metafor'); and mmrm() (from 'mmrm').
Install
Health
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- NOTE2026-07-1611 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-05-0613 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-2313 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 96%
- Return-value docs
- 100%
- References docs
- 18%
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Dependencies
Code & Tests
Datasets
People & History
28 releases. Pick two to compare their code metrics. R releases are shown for context.
- 0.7.0Latest
- RR 4.6.0 released · 2026-04-24
- 0.6.22026-02-02 · diff ↗
- 0.6.12025-07-30 · diff ↗
- RR 4.5.0 released · 2025-04-11
- 0.6.02025-04-01 · diff ↗
- 0.5.112024-06-20 · diff ↗
- RR 4.4.0 released · 2024-04-24
- 0.5.102023-07-20 · diff ↗
- 0.5.92023-07-12 · diff ↗
- RR 4.3.0 released · 2023-04-21
- 0.5.82022-08-15 · diff ↗
- 0.5.72022-06-15 · diff ↗
- 0.5.62022-04-23 · diff ↗
- RR 4.2.0 released · 2022-04-22
- 0.5.52022-01-18 · diff ↗
Show 27 earlier events
- 0.5.42022-01-09 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 0.5.32021-01-24 · diff ↗
- 0.5.22020-11-14 · diff ↗
- unarchivedReturned to CRAN2020-11-14
- archivedRemoved from CRAN2020-10-27check problems were not corrected in time ATLAS
- 0.5.12020-10-12 · diff ↗
- 0.5.02020-09-01 · diff ↗
- unarchivedReturned to CRAN2020-09-01
- archivedRemoved from CRAN2020-08-06check problems were not corrected despite reminders MKL, no long doubles
- 0.4.22020-07-23 · diff ↗
- RR 4.0.0 released · 2020-04-24
- 0.4.12020-01-28 · diff ↗
- 0.4.02019-12-18 · diff ↗
- 0.3.52019-05-14 · diff ↗
- 0.3.42019-05-11 · diff ↗
- RR 3.6.0 released · 2019-04-26
- 0.3.32019-01-24 · diff ↗
- 0.3.22018-05-22 · diff ↗
- RR 3.5.0 released · 2018-04-23
- 0.3.12018-04-04 · diff ↗
- 0.3.02017-11-13 · diff ↗
- 0.2.32017-08-10 · diff ↗
- RR 3.4.0 released · 2017-04-21
- 0.2.22016-12-01 · diff ↗
- 0.2.12016-07-23
- RR 3.3.0 released · 2016-05-03
Package metadata
- First published
- 2016-07-23
- Total releases
- 28 / 10 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.0.0
- Bundled data
- 160 KB / 4 files
- Download size
- 357 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet