TY - JOUR AU - Zeileis, Achim PY - 2006/08/15 Y2 - 2024/03/28 TI - Object-oriented Computation of Sandwich Estimators JF - Journal of Statistical Software JA - J. Stat. Soft. VL - 16 IS - 9 SE - Articles DO - 10.18637/jss.v016.i09 UR - https://www.jstatsoft.org/index.php/jss/article/view/v016i09 SP - 1 - 16 AB - Sandwich covariance matrix estimators are a popular tool in applied regression modeling for performing inference that is robust to certain types of model misspecification. Suitable implementations are available in the R system for statistical computing for certain model fitting functions only (in particular <code>lm()</code>), but not for other standard regression functions, such as <code>glm()</code>, <code>nls()</code>, or <code>survreg()</code>. Therefore, conceptual tools and their translation to computational tools in the package sandwich are discussed, enabling the computation of sandwich estimators in general parametric models. Object orientation can be achieved by providing a few extractor functions' most importantly for the empirical estimating functions' from which various types of sandwich estimators can be computed. ER -