estfun {sandwich}R Documentation

Extract Empirical Estimating Functions

Description

Generic function for extracting the empirical estimating functions of a fitted model.

Usage

estfun(x, ...)

Arguments

x a fitted model object.
... arguments passed to methods.

Value

A matrix containing the empirical estimating functions. Typically, this should be an n x k matrix corresponding to n observations and k parameters. The columns should be named as in coef or terms, respectively.

References

Zeileis A (2006), Object-oriented Computation of Sandwich Estimators. Journal of Statistical Software, 16(9), 1–16. URL http://http://www.jstatsoft.org/v16/i09/.

See Also

lm, glm

Examples

x <- sin(1:10)
y <- rnorm(10)
fm <- lm(y ~ x)

estfun(fm)
residuals(fm) * cbind(1, x)
[Package sandwich version 2.0-1 Index]