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sandwich (version 2.0-2)
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
2.0-2
License
GPL version 2
Maintainer
Achim Zeileis
Last Published
April 13th, 2007
Functions in sandwich (2.0-2)
Search functions
weightsAndrews
Kernel-based HAC Covariance Matrix Estimation
vcovOPG
Outer Product of Gradients Covariance Matrix Estimation
bread
Bread for Sandwiches
vcovHAC
Heteroskedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation
meat
A Simple Meat Matrix Estimator
isoacf
Isotonic Autocorrelation Function
sandwich
Making Sandwiches with Bread and Meat
NeweyWest
Newey-West HAC Covariance Matrix Estimation
kweights
Kernel Weights
estfun
Extract Empirical Estimating Functions
vcovHC
Heteroskedasticity-Consistent Covariance Matrix Estimation
weightsLumley
Weighted Empirical Adaptive Variance Estimation
PublicSchools
US Expenditures for Public Schools
Investment
US Investment Data