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sandwich (version 2.3-1)
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
2.3-1
License
GPL-2 | GPL-3
Maintainer
Achim Zeileis
Last Published
July 20th, 2014
Functions in sandwich (2.3-1)
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PublicSchools
US Expenditures for Public Schools
weightsAndrews
Kernel-based HAC Covariance Matrix Estimation
sandwich
Making Sandwiches with Bread and Meat
lrvar
Long-Run Variance of the Mean
estfun
Extract Empirical Estimating Functions
bread
Bread for Sandwiches
kweights
Kernel Weights
NeweyWest
Newey-West HAC Covariance Matrix Estimation
vcovHAC
Heteroskedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation
weightsLumley
Weighted Empirical Adaptive Variance Estimation
Investment
US Investment Data
vcovOPG
Outer Product of Gradients Covariance Matrix Estimation
meat
A Simple Meat Matrix Estimator
vcovHC
Heteroskedasticity-Consistent Covariance Matrix Estimation
isoacf
Isotonic Autocorrelation Function