| estfun {sandwich} | R Documentation |
Generic function for extracting the empirical estimating functions of a fitted model.
estfun(x, ...)
x |
a fitted model object. |
... |
arguments passed to methods. |
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.
Zeileis A (2006), Object-oriented Computation of Sandwich Estimators. Package vignette.
x <- sin(1:10) y <- rnorm(10) fm <- lm(y ~ x) estfun(fm) residuals(fm) * cbind(1, x)