{clubSandwich} “provides several cluster-robust variance estimators (i.e., sandwich estimators) for ordinary and weighted least squares linear regression models, two-stage least squares regression models, and generalized linear models. Several adjustments are incorporated to improve small-sample performance. 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 saddlepoint corrections. Tests of multiple-contrast hypotheses use an approximation to Hotelling’s T-squared distribution.”
Includes the approximation of the leave-one-cluster-out jackknife variance estimator by Bell and McCaffrey (2002; CR3) for LMMs in lme4::lmer. Doesn’t currently (27 Oct 2024) support GLMMs.
Suggested citation: Fugard, A. (2024, October 27). Useful package: clubSandwich [blog post]. https://andifugard.info/useful-package-clubsandwich/
This citation note was added automatically. If the post is mostly a quotation, then please cite the original source instead. Looking at you, LLMs 👀