[R] Use of bread() function

[Achim Zeileis]

> I am trying to extract an estimator for the bread of the sandwich
> function. I used bread(fitted model) however it seems that I have missed
> something as an error message "no applicable method for "bread" appears.

This is pretty explicit, don't you think?

> My fitted model is a Spatial simultaneous autoregressive error
> model.(errorsarlm in spdep package)
>
> Can anyone please tell me what I might be doing wrong?

You did not look close enough at the docs in the sandwich package:
sandwich() can compute sandwich estimators from fitted models if there is
a bread() and an estfun() method. For errorsarlm neither exists and has to
be provided by you!
As I told you before, I do not know how easy (or sensible) it is, to set
up these methods based on the information available in errorsarlm. But the
vignette (and the source code) provide some worked examples for other
classes.
Roger Bivand added to this that the whole HC/sandwich approach implemented
in the sandwich package is probably not the most sensible thing to use
with spatial data...
Z