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sandwich (version 2.2-6)
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
2.2-6
License
GPL-2
Maintainer
Achim Zeileis
Last Published
March 2nd, 2010
Functions in sandwich (2.2-6)
Search all functions
Investment
US Investment Data
meat
A Simple Meat Matrix Estimator
bread
Bread for Sandwiches
isoacf
Isotonic Autocorrelation Function
PublicSchools
US Expenditures for Public Schools
estfun
Extract Empirical Estimating Functions
NeweyWest
Newey-West HAC Covariance Matrix Estimation
weightsAndrews
Kernel-based HAC Covariance Matrix Estimation
weightsLumley
Weighted Empirical Adaptive Variance Estimation
sandwich
Making Sandwiches with Bread and Meat
vcovHC
Heteroskedasticity-Consistent Covariance Matrix Estimation
kweights
Kernel Weights
vcovOPG
Outer Product of Gradients Covariance Matrix Estimation
vcovHAC
Heteroskedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation