Sandwich variance estimator for glms

Computes the sandwich variance estimator for a generalised linear model fitted to data from a complex sample survey. Designed to be used internally by svyglm.

Usage

svy.varcoef(glm.object, design,std.errors = c("linearized",
                 "Bell-McCaffrey", "Bell-McCaffrey-2"), degf = FALSE)

Arguments

glm.object

A glm object

design

A survey.design object

std.errors

The kind of standard errors to compute

degf

Whether to compute the adjusted degrees of freedom along with Bell-McCaffrey standard errors

Value

A variance matrix

Author

Thomas Lumley

See also

svyglm,svydesign, svyCprod