clubSandwich: 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) <> 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'), 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'), and rma.uni() and (from 'metafor').

Version: 0.5.11
Depends: R (≥ 3.0.0)
Imports: stats, sandwich, lifecycle
Suggests: Formula, knitr, carData, geepack, metafor, metadat, robumeta, nlme, mlmRev, AER, plm (≥ 1.6-4), Matrix, lme4, zoo, testthat, rmarkdown, covr, ivreg
Published: 2024-06-20
DOI: 10.32614/CRAN.package.clubSandwich
Author: James Pustejovsky ORCID iD [aut, cre]
Maintainer: James Pustejovsky <jepusto at>
License: GPL-3
NeedsCompilation: no
Language: en-US
Materials: NEWS
In views: Econometrics, MetaAnalysis, MixedModels, Robust
CRAN checks: clubSandwich results


Reference manual: clubSandwich.pdf
Vignettes: Wald tests of multiple-constraint null hypotheses
Meta-analysis with cluster-robust variance estimation
Cluster-robust standard errors and hypothesis tests in panel data models


Package source: clubSandwich_0.5.11.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): clubSandwich_0.5.11.tgz, r-oldrel (arm64): clubSandwich_0.5.11.tgz, r-release (x86_64): clubSandwich_0.5.11.tgz, r-oldrel (x86_64): clubSandwich_0.5.11.tgz
Old sources: clubSandwich archive

Reverse dependencies:

Reverse imports: RESI, wildmeta
Reverse suggests: estimatr, ggeffects, insight, lavaSearch2, metadat, metafor, mlmhelpr, mmrm, modelsummary, panelr, parameters, robumeta, sjPlot


Please use the canonical form to link to this page.