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sandwich (version 2.2-4)
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
179,320
Version
2.2-4
License
GPL-2
Maintainer
Achim Zeileis
Last Published
December 7th, 2009
Functions in sandwich (2.2-4)
Search all functions
vcovHAC
Heteroskedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation
Investment
US Investment Data
weightsLumley
Weighted Empirical Adaptive Variance Estimation
PublicSchools
US Expenditures for Public Schools
meat
A Simple Meat Matrix Estimator
vcovOPG
Outer Product of Gradients Covariance Matrix Estimation
isoacf
Isotonic Autocorrelation Function
vcovHC
Heteroskedasticity-Consistent Covariance Matrix Estimation
weightsAndrews
Kernel-based HAC Covariance Matrix Estimation
bread
Bread for Sandwiches
NeweyWest
Newey-West HAC Covariance Matrix Estimation
sandwich
Making Sandwiches with Bread and Meat
estfun
Extract Empirical Estimating Functions
kweights
Kernel Weights