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Estimating function for the sandwich estimator

Source: R/sandwich.R
estfun.drc.Rd

Evaluates the estimating function (the "meat") for the sandwich estimator of the variance-covariance matrix for objects of class 'drc'.

Usage

# S3 method for class 'drc'
estfun(x, ...)

Arguments

x

object of class drc.

...

additional arguments. At the moment none are supported.

Value

The estimating function evaluated at the data and the parameter estimates. By default no clustering is assumed, corresponding to robust standard errors under independence.

Details

The details are provided by Zeileis (2006).

References

Zeileis, A. (2006) Object-oriented Computation of Sandwich Estimators, J. Statist. Software, 16, Issue 9.

Author

Christian Ritz

Examples

## The lines below requires that the packages
## 'lmtest' and 'sandwich' are installed
# library(lmtest)
# library(sandwich)

# ryegrass.m1<-drm(rootl ~ conc, data = ryegrass, fct = LL.4())

# Standard summary output
# coeftest(ryegrass.m1)

# Output with robust standard errors
# coeftest(ryegrass.m1, vcov = sandwich)