[R-pkg-team] Bug#931924: ITP: r-cran-clubsandwich -- GNU R cluster-robust (Sandwich) variance estimators with small-sample
Andreas Tille
tille at debian.org
Fri Jul 12 12:54:33 BST 2019
Package: wnpp
Severity: wishlist
Subject: ITP: r-cran-clubsandwich -- GNU R cluster-robust (Sandwich) variance estimators with small-sample
Package: wnpp
Owner: Andreas Tille <tille at debian.org>
Severity: wishlist
* Package name : r-cran-clubsandwich
Version : 0.3.5
Upstream Author : James Pustejovsky
* URL : https://cran.r-project.org/package=clubSandwich
* License : GPL-3
Programming Lang: GNU R
Description : GNU R cluster-robust (Sandwich) variance estimators with small-sample
Corrections 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)
<http://www.statcan.gc.ca/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(), ivreg() (from package
'AER'), plm() (from package 'plm'), gls() and lme() (from 'nlme'),
robu() (from 'robumeta'), and rma.uni() and rma.mv() (from
'metafor').
Remark: This package is maintained by Debian R Packages Maintainers at
https://salsa.debian.org/r-pkg-team/r-cran-clubsandwich
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