estfun.gam {gKRLS} | R Documentation |
Estimating Robust/Clustered Standard Errors with mgcv
Description
This extracts the score of the log-likelihood for each observation for a
model estimated using gam
or bam
. It is necessary to allow
mgcv
to work correctly with functions from sandwich
to product
cluster or robust standard errors.
Usage
## S3 method for class 'gam'
estfun(x, correct_df = TRUE, override_check = FALSE, ...)
Arguments
x |
A model estimated using |
correct_df |
The default, |
override_check |
The default, |
... |
Not used for |
Value
A matrix used internally for sandwich
.
[Package gKRLS version 1.0.4 Index]