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sandwich (version 2.5-1)
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
236,628
Version
2.5-1
License
GPL-2 | GPL-3
Maintainer
Achim Zeileis
Last Published
April 6th, 2019
Functions in sandwich (2.5-1)
Search all functions
meat
A Simple Meat Matrix Estimator
PublicSchools
US Expenditures for Public Schools
vcovPC
Panel-Corrected Covariance Matrix Estimation
sandwich
Making Sandwiches with Bread and Meat
weightsAndrews
Kernel-based HAC Covariance Matrix Estimation
Investment
US Investment Data
weightsLumley
Weighted Empirical Adaptive Variance Estimation
vcovPL
Clustered Covariance Matrix Estimation for Panel Data
vcovCL
Clustered Covariance Matrix Estimation
vcovBS
(Clustered) Bootstrap Covariance Matrix Estimation
bread
Bread for Sandwiches
vcovHAC
Heteroskedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation
vcovHC
Heteroskedasticity-Consistent Covariance Matrix Estimation
lrvar
Long-Run Variance of the Mean
PetersenCL
Petersen's Simulated Data for Assessing Clustered Standard Errors
InstInnovation
Innovation and Institutional Ownership
kweights
Kernel Weights
estfun
Extract Empirical Estimating Functions
isoacf
Isotonic Autocorrelation Function
NeweyWest
Newey-West HAC Covariance Matrix Estimation
vcovOPG
Outer-Product-of-Gradients Covariance Matrix Estimation