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sandwich (version 2.2-1)
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
211,192
Version
2.2-1
License
GPL-2
Maintainer
Achim Zeileis
Last Published
September 16th, 2024
Functions in sandwich (2.2-1)
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vcovOPG
Outer Product of Gradients Covariance Matrix Estimation
isoacf
Isotonic Autocorrelation Function
bread
Bread for Sandwiches
estfun
Extract Empirical Estimating Functions
PublicSchools
US Expenditures for Public Schools
weightsAndrews
Kernel-based HAC Covariance Matrix Estimation
NeweyWest
Newey-West HAC Covariance Matrix Estimation
vcovHC
Heteroskedasticity-Consistent Covariance Matrix Estimation
kweights
Kernel Weights
weightsLumley
Weighted Empirical Adaptive Variance Estimation
meat
A Simple Meat Matrix Estimator
sandwich
Making Sandwiches with Bread and Meat
Investment
US Investment Data
lrvar
Long-Run Variance of the Mean
vcovHAC
Heteroskedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation