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sandwich (version 1.1-1)
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
187,335
Version
1.1-1
License
GPL version 2
Maintainer
Achim Zeileis
Last Published
February 15th, 2006
Functions in sandwich (1.1-1)
Search functions
isoacf
Isotonic Autocorrelation Function
kweights
Kernel Weights
Investment
US Investment Data
PublicSchools
US Expenditures for Public Schools
estfun
Extract Empirical Estimating Functions
vcovHAC
Heteroskedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation
bread
Bread for Sandwiches
NeweyWest
Newey-West HAC Covariance Matrix Estimation
weightsLumley
Weighted Empirical Adaptive Variance Estimation
sandwich
Making Sandwiches with Bread and Meat
weightsAndrews
Kernel-based HAC Covariance Matrix Estimation
vcovHC
Heteroskedasticity-Consistent Covariance Matrix Estimation
meat
A Simple Meat Matrix Estimator