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sandwich (version 2.4-0)
Robust Covariance Matrix Estimators
Description
Model-robust standard error estimators for cross-sectional, time series, clustered, panel, and longitudinal data.
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Install
install.packages('sandwich')
Monthly Downloads
187,335
Version
2.4-0
License
GPL-2 | GPL-3
Maintainer
Achim Zeileis
Last Published
July 26th, 2017
Functions in sandwich (2.4-0)
Search functions
kweights
Kernel Weights
lrvar
Long-Run Variance of the Mean
InstInnovation
Innovation and Institutional Ownership
Investment
US Investment Data
PublicSchools
US Expenditures for Public Schools
bread
Bread for Sandwiches
estfun
Extract Empirical Estimating Functions
isoacf
Isotonic Autocorrelation Function
NeweyWest
Newey-West HAC Covariance Matrix Estimation
PetersenCL
Petersen's Simulated Data for Assessing Clustered Standard Errors
vcovHAC
Heteroskedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation
vcovHC
Heteroskedasticity-Consistent Covariance Matrix Estimation
vcovBS
(Clustered) Bootstrap Covariance Matrix Estimation
vcovCL
Clustered Covariance Matrix Estimation
weightsLumley
Weighted Empirical Adaptive Variance Estimation
vcovOPG
Outer Product of Gradients Covariance Matrix Estimation
vcovPC
Panel-Corrected Covariance Matrix Estimation
meat
A Simple Meat Matrix Estimator
sandwich
Making Sandwiches with Bread and Meat
vcovPL
Clustered Covariance Matrix Estimation for panel data
weightsAndrews
Kernel-based HAC Covariance Matrix Estimation