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sandwich (version 2.3-3)
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
2.3-3
License
GPL-2 | GPL-3
Maintainer
Achim Zeileis
Last Published
March 26th, 2015
Functions in sandwich (2.3-3)
Search all functions
bread
Bread for Sandwiches
sandwich
Making Sandwiches with Bread and Meat
weightsAndrews
Kernel-based HAC Covariance Matrix Estimation
vcovHAC
Heteroskedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation
kweights
Kernel Weights
lrvar
Long-Run Variance of the Mean
vcovOPG
Outer Product of Gradients Covariance Matrix Estimation
vcovHC
Heteroskedasticity-Consistent Covariance Matrix Estimation
isoacf
Isotonic Autocorrelation Function
estfun
Extract Empirical Estimating Functions
meat
A Simple Meat Matrix Estimator
NeweyWest
Newey-West HAC Covariance Matrix Estimation
PublicSchools
US Expenditures for Public Schools
weightsLumley
Weighted Empirical Adaptive Variance Estimation
Investment
US Investment Data