From 28df54d77675a2247de17a8e45f57a0c613fb152 Mon Sep 17 00:00:00 2001 From: Lars-Dominik Braun Date: Fri, 12 Mar 2021 14:26:13 +0100 Subject: gnu: Add r-clubsandwich. * gnu/packages/statistics.scm (r-clubsandwich): New variable. --- gnu/packages/statistics.scm | 38 ++++++++++++++++++++++++++++++++++++++ 1 file changed, 38 insertions(+) (limited to 'gnu/packages/statistics.scm') diff --git a/gnu/packages/statistics.scm b/gnu/packages/statistics.scm index 65a210a63b..3f3c4e3912 100644 --- a/gnu/packages/statistics.scm +++ b/gnu/packages/statistics.scm @@ -5952,3 +5952,41 @@ popular stats packages like SAS, Stata and SPSS.") "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))) -- cgit v1.2.3