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sandwich (version 2.2-10)
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
2.2-10
License
GPL-2
Maintainer
Achim Zeileis
Last Published
March 29th, 2013
Functions in sandwich (2.2-10)
Search all functions
sandwich
Making Sandwiches with Bread and Meat
weightsLumley
Weighted Empirical Adaptive Variance Estimation
NeweyWest
Newey-West HAC Covariance Matrix Estimation
kweights
Kernel Weights
PublicSchools
US Expenditures for Public Schools
isoacf
Isotonic Autocorrelation Function
vcovHC
Heteroskedasticity-Consistent Covariance Matrix Estimation
meat
A Simple Meat Matrix Estimator
vcovHAC
Heteroskedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation
vcovOPG
Outer Product of Gradients Covariance Matrix Estimation
bread
Bread for Sandwiches
Investment
US Investment Data
weightsAndrews
Kernel-based HAC Covariance Matrix Estimation
estfun
Extract Empirical Estimating Functions
lrvar
Long-Run Variance of the Mean