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sandwich (version 1.0-0)
Robust Covariance Matrix Estimators
Description
Model-robust standard error estimators for cross-sectional, time series and longitudinal data.
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Install
install.packages('sandwich')
Monthly Downloads
211,192
Version
1.0-0
License
GPL version 2
Maintainer
Achim Zeileis
Last Published
September 16th, 2024
Functions in sandwich (1.0-0)
Search all functions
weightsLumley
Weighted Empirical Adaptive Variance Estimation
vcovHC
Heteroskedasticity-Consistent Covariance Matrix Estimation
kweights
Kernel Weights
vcovHAC
Heteroskedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation
PublicSchools
US Expenditures for Public Schools
NeweyWest
Newey-West HAC Covariance Matrix Estimation
estfun
Extract Estimating Functions
weightsAndrews
Kernel-based HAC Covariance Matrix Estimation
isoacf
Isotonic Autocorrelation Function
Investment
US Investment Data