Generic function for extracting an estimator for the bread of sandwiches.

bread(x, ...)

## Arguments

x a fitted model object. arguments passed to methods.

## Value

A matrix containing an estimator for the expectation of the negative derivative of the estimating functions, usually the Hessian. Typically, this should be an $$k \times k$$ matrix corresponding to $$k$$ parameters. The rows and columns should be named as in coef or terms, respectively.

The default method tries to extract vcov and nobs and simply computes their product.

lm, glm

## References

Zeileis A (2006). “Object-Oriented Computation of Sandwich Estimators.” Journal of Statistical Software, 16(9), 1--16. doi: 10.18637/jss.v016.i09

Zeileis A, Köll S, Graham N (2020). “Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in R.” Journal of Statistical Software, 95(1), 1--36. doi: 10.18637/jss.v095.i01

## Examples

## linear regression
x <- sin(1:10)
y <- rnorm(10)
fm <- lm(y ~ x)

#> x -0.2938577  2.0823419