Compute sandwich estimate of variance-covariance matrix

Usage

sand_vcov(mod, numerical = FALSE)

Arguments

mod: an object of class bbdml
numerical: Boolean. Defaults to FALSE. Indicator of whether to use the numeric Hessian and score (not recommended).

Value

Sandwich variance-covariance matrix. \(\hat{A}^{-1} \hat{B} \hat{A}^{-1}\).

Examples

data(soil_phylum_small_otu1)
mod <- bbdml(formula = cbind(W, M - W) ~ DayAmdmt,
phi.formula = ~ DayAmdmt,
data = soil_phylum_small_otu1)
sand_vcov(mod)
#>              (Intercept)   DayAmdmt21  (Intercept)   DayAmdmt21
#> (Intercept)  0.001318049 -0.001318049  0.006663799 -0.006663799
#> DayAmdmt21  -0.001318049  0.001678019 -0.006663799  0.010663491
#> (Intercept)  0.006663799 -0.006663799  0.156697831 -0.156697831
#> DayAmdmt21  -0.006663799  0.010663491 -0.156697831  0.313975615