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% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/gls.R
\name{vcovCR.gls}
\alias{vcovCR.gls}
\title{Cluster-robust variance-covariance matrix for a gls object.}
\usage{
\method{vcovCR}{gls}(obj, cluster, type, target, inverse_var, form = "sandwich", ...)
}
\arguments{
\item{obj}{Fitted model for which to calculate the variance-covariance matrix}
\item{cluster}{Optional expression or vector indicating which observations
belong to the same cluster. If not specified, will be set to
\code{getGroups(obj)}.}
\item{type}{Character string specifying which small-sample adjustment should
be used, with available options \code{"CR0"}, \code{"CR1"}, \code{"CR1p"},
\code{"CR1S"}, \code{"CR2"}, or \code{"CR3"}. See "Details" section of
\code{\link{vcovCR}} for further information.}
\item{target}{Optional matrix or vector describing the working
variance-covariance model used to calculate the \code{CR2} and \code{CR4}
adjustment matrices. If not specified, the target is taken to be the
estimated variance-covariance structure of the \code{gls} object.}
\item{inverse_var}{Optional logical indicating whether the weights used in
fitting the model are inverse-variance. If not specified, \code{vcovCR}
will attempt to infer a value.}
\item{form}{Controls the form of the returned matrix. The default
\code{"sandwich"} will return the sandwich variance-covariance matrix.
Alternately, setting \code{form = "meat"} will return only the meat of the
sandwich and setting \code{form = B}, where \code{B} is a matrix of
appropriate dimension, will return the sandwich variance-covariance matrix
calculated using \code{B} as the bread.}
\item{...}{Additional arguments available for some classes of objects.}
}
\value{
An object of class \code{c("vcovCR","clubSandwich")}, which consists
of a matrix of the estimated variance of and covariances between the
regression coefficient estimates.
}
\description{
\code{vcovCR} returns a sandwich estimate of the variance-covariance matrix
of a set of regression coefficient estimates from a \code{\link[nlme]{gls}} object.
}
\examples{
library(nlme)
data(Ovary, package = "nlme")
Ovary$time_int <- 1:nrow(Ovary)
lm_AR1 <- gls(follicles ~ sin(2*pi*Time) + cos(2*pi*Time), data = Ovary,
correlation = corAR1(form = ~ time_int | Mare))
vcovCR(lm_AR1, type = "CR2")
}
\seealso{
\code{\link{vcovCR}}
}
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