gnu: Add r-clubsandwich.

* gnu/packages/statistics.scm (r-clubsandwich): New variable.
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Lars-Dominik Braun 2021-03-12 14:26:13 +01:00
parent 3a82f1fba2
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@ -5952,3 +5952,41 @@ (define-public r-quantpsyc
"Contains functions useful for data screening, testing moderation,
mediation and estimating power.")
(license license:gpl2+)))
(define-public r-clubsandwich
(package
(name "r-clubsandwich")
(version "0.5.3")
(source
(origin
(method url-fetch)
(uri (cran-uri "clubSandwich" version))
(sha256
(base32
"0jazgka18bb5n58d5sn94q7rc9sac82qrpl2i5b4rkx9q2pb39cn"))))
(properties `((upstream-name . "clubSandwich")))
(build-system r-build-system)
(propagated-inputs
`(("r-sandwich" ,r-sandwich)))
(native-inputs `(("r-knitr" ,r-knitr)))
(home-page "https://github.com/jepusto/clubSandwich")
(synopsis "Cluster-Robust (Sandwich) Variance Estimators with Small-Sample
Corrections")
(description
"Provides several cluster-robust variance estimators (i.e.,
sandwich estimators) for ordinary and weighted least squares linear regression
models, including the bias-reduced linearization estimator introduced by Bell
and McCaffrey (2002)
@url{http://www.statcan.gc.ca/pub/12-001-x/2002002/article/9058-eng.pdf} and
developed further by Pustejovsky and Tipton (2017)
@url{doi:10.1080/07350015.2016.1247004}. The package includes functions for estimating
the variance- covariance matrix and for testing single- and multiple-
contrast hypotheses based on Wald test statistics. Tests of single regression
coefficients use Satterthwaite or saddle-point corrections. Tests of multiple-
contrast hypotheses use an approximation to Hotelling's T-squared distribution.
Methods are provided for a variety of fitted models, including @code{lm()} and
@code{mlm} objects, @code{glm()}, ivreg (from package @code{AER}), @code{plm()}
(from package @code{plm}), @code{gls()} and @code{lme()} (from @code{nlme}),
@code{robu()} (from @code{robumeta}), and @code{rma.uni()} and @code{rma.mv()}
(from @code{metafor}).")
(license license:gpl3)))