Examples for 'sandwich::estfun'


Extract Empirical Estimating Functions

Aliases: estfun estfun.lm estfun.glm estfun.mlm estfun.rlm estfun.polr estfun.clm estfun.survreg estfun.coxph estfun.nls estfun.hurdle estfun.zeroinfl estfun.mlogit

Keywords: regression

### ** Examples

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

## estimating function: (y - x'beta) * x
estfun(fm)
   (Intercept)           x
1   -1.6551534 -1.39276353
2   -0.7695988 -0.69979422
3    0.4904564  0.06921321
4    0.1182145 -0.08946502
5   -1.1577578  1.11020204
6    0.4095591 -0.11443717
7    0.3728914  0.24498465
8    0.3781127  0.37408893
9    1.5525258  0.63982460
10   0.2607500 -0.14185350
residuals(fm) * cbind(1, x)
                           x
 [1,] -1.6551534 -1.39276353
 [2,] -0.7695988 -0.69979422
 [3,]  0.4904564  0.06921321
 [4,]  0.1182145 -0.08946502
 [5,] -1.1577578  1.11020204
 [6,]  0.4095591 -0.11443717
 [7,]  0.3728914  0.24498465
 [8,]  0.3781127  0.37408893
 [9,]  1.5525258  0.63982460
[10,]  0.2607500 -0.14185350

[Package sandwich version 3.0-1 Index]