Rdocumentation
powered by
Learn R Programming
⚠️
There's a newer version (3.1-1) of this package.
Take me there.
sandwich (version 2.2-9)
Robust Covariance Matrix Estimators
Description
Model-robust standard error estimators for cross-sectional, time series and longitudinal data.
Copy Link
Link to current version
Version
Version
3.1-1
3.1-0
3.0-2
3.0-1
3.0-0
2.5-1
2.5-0
2.4-0
2.3-4
2.3-3
2.3-2
2.3-1
2.3-0
2.2-10
2.2-9
2.2-8
2.2-7
2.2-6
2.2-5
2.2-4
2.2-3
2.2-2
2.2-1
2.2-0
2.1-0
2.0-3
2.0-2
2.0-1
2.0-0
1.9-0
1.1-1
1.1-0
1.0-1
1.0-0
0.9-0
0.1-3
0.1-2
0.1-1
Install
install.packages('sandwich')
Monthly Downloads
211,192
Version
2.2-9
License
GPL-2
Maintainer
Achim Zeileis
Last Published
January 14th, 2012
Functions in sandwich (2.2-9)
Search all functions
estfun
Extract Empirical Estimating Functions
bread
Bread for Sandwiches
weightsLumley
Weighted Empirical Adaptive Variance Estimation
PublicSchools
US Expenditures for Public Schools
vcovHC
Heteroskedasticity-Consistent Covariance Matrix Estimation
kweights
Kernel Weights
meat
A Simple Meat Matrix Estimator
vcovHAC
Heteroskedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation
weightsAndrews
Kernel-based HAC Covariance Matrix Estimation
sandwich
Making Sandwiches with Bread and Meat
NeweyWest
Newey-West HAC Covariance Matrix Estimation
vcovOPG
Outer Product of Gradients Covariance Matrix Estimation
lrvar
Long-Run Variance of the Mean
isoacf
Isotonic Autocorrelation Function
Investment
US Investment Data