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').
| Version: |
0.7.0 |
| Depends: |
R (≥ 3.0.0) |
| Imports: |
stats, sandwich, lifecycle |
| Suggests: |
Formula, knitr, testthat, rmarkdown, covr, AER, carData, estimatr, fixest, geepack, ivreg, Matrix, lme4, metafor, metadat, mlmRev, mmrm, nlme, plm (≥ 1.6-4), robumeta, zoo |
| Published: |
2026-05-04 |
| DOI: |
10.32614/CRAN.package.clubSandwich |
| Author: |
James E. Pustejovsky
 [aut, cre],
Hazim Izani [ctb],
Samuel Pekofsky [ctb],
Jingru Zhang [ctb] |
| Maintainer: |
James E. Pustejovsky <jepusto at gmail.com> |
| BugReports: |
https://github.com/jepusto/clubSandwich/issues |
| License: |
GPL-3 |
| URL: |
http://jepusto.github.io/clubSandwich/ |
| NeedsCompilation: |
no |
| Language: |
en-US |
| Materials: |
NEWS |
| In views: |
Econometrics, MetaAnalysis, MixedModels, Robust |
| CRAN checks: |
clubSandwich results |