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sandwich (version 2.2-2)
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
211,192
Version
2.2-2
License
GPL-2
Maintainer
Achim Zeileis
Last Published
November 18th, 2009
Functions in sandwich (2.2-2)
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meat
A Simple Meat Matrix Estimator
estfun
Extract Empirical Estimating Functions
sandwich
Making Sandwiches with Bread and Meat
vcovHAC
Heteroskedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation
vcovHC
Heteroskedasticity-Consistent Covariance Matrix Estimation
bread
Bread for Sandwiches
weightsAndrews
Kernel-based HAC Covariance Matrix Estimation
NeweyWest
Newey-West HAC Covariance Matrix Estimation
weightsLumley
Weighted Empirical Adaptive Variance Estimation
PublicSchools
US Expenditures for Public Schools
Investment
US Investment Data
kweights
Kernel Weights
isoacf
Isotonic Autocorrelation Function
vcovOPG
Outer Product of Gradients Covariance Matrix Estimation