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Bread matrices and speed improvements
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@jepusto jepusto released this 01 Dec 20:20
v0.2.2
9f11f97

This release includes the following changes:

  • Added bread() methods for all supported model classes, as in the sandwich package.
  • vcovCR() is now calculated using bread(), and carries attributes for bread, est_mat, and adjustment matrices.
  • vcovCR() gains a 'form' argument to obtain just the meat of the sandwich, or to use a user-specified bread matrix.
  • Refactored internal functions for degrees of freedom calculation to improve speed and memory usage.
  • Bug fixes:
    • updated nobs.plm method to handle first-differenced models
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