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sandwich (version 1.9-0)
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
1.9-0
License
GPL version 2
Maintainer
Achim Zeileis
Last Published
September 16th, 2024
Functions in sandwich (1.9-0)
Search all functions
kweights
Kernel Weights
bread
Bread for Sandwiches
Investment
US Investment Data
weightsLumley
Weighted Empirical Adaptive Variance Estimation
sandwich
Making Sandwiches with Bread and Meat
meat
A Simple Meat Matrix Estimator
weightsAndrews
Kernel-based HAC Covariance Matrix Estimation
vcovHAC
Heteroskedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation
PublicSchools
US Expenditures for Public Schools
isoacf
Isotonic Autocorrelation Function
estfun
Extract Empirical Estimating Functions
NeweyWest
Newey-West HAC Covariance Matrix Estimation
vcovHC
Heteroskedasticity-Consistent Covariance Matrix Estimation