sandwich: Robust Covariance Matrix Estimators

Model-robust standard error estimators for cross-sectional, time series, and longitudinal data.

Install the latest version of this package by entering the following in R:
install.packages("sandwich")
AuthorThomas Lumley [aut], Achim Zeileis [aut, cre]
Date of publication2015-09-24 12:43:21
MaintainerAchim Zeileis <Achim.Zeileis@R-project.org>
LicenseGPL-2 | GPL-3
Version2.3-4

View on CRAN

Functions

bread Man page
bread.clm Man page
bread.coxph Man page
bread.gam Man page
bread.hurdle Man page
bread.lm Man page
bread.mlm Man page
bread.mlogit Man page
bread.nls Man page
bread.polr Man page
bread.rlm Man page
bread.survreg Man page
bread.zeroinfl Man page
bwAndrews Man page
bwNeweyWest Man page
estfun Man page
estfun.clm Man page
estfun.coxph Man page
estfun.glm Man page
estfun.hurdle Man page
estfun.lm Man page
estfun.mlm Man page
estfun.mlogit Man page
estfun.nls Man page
estfun.polr Man page
estfun.rlm Man page
estfun.survreg Man page
estfun.zeroinfl Man page
Investment Man page
isoacf Man page
kernHAC Man page
kweights Man page
lrvar Man page
meat Man page
meatHAC Man page
meatHC Man page
NeweyWest Man page
pava.blocks Man page
PublicSchools Man page
sandwich Man page
vcovHAC Man page
vcovHAC.default Man page
vcovHC Man page
vcovHC.default Man page
vcovHC.mlm Man page
vcovOPG Man page
weave Man page
weightsAndrews Man page
weightsLumley Man page

Files

inst
inst/CITATION
inst/doc
inst/doc/sandwich-OOP.pdf
inst/doc/sandwich.Rnw
inst/doc/sandwich.R
inst/doc/sandwich-OOP.Rnw
inst/doc/sandwich-OOP.R
inst/doc/sandwich.pdf
tests
tests/Examples
tests/Examples/sandwich-Ex.Rout.save
NAMESPACE
NEWS
data
data/Investment.rda
data/PublicSchools.rda
R
R/estfun.R R/vcovHAC.R R/sandwich.R R/lrvar.R R/vcovHC.R R/auxiliary.R R/bread.R
vignettes
vignettes/sandwich.Rout.save
vignettes/sandwich.Rnw
vignettes/sandwich-OOP.Rout.save
vignettes/hac.bib
vignettes/sandwich-OOP.Rnw
MD5
build
build/vignette.rds
DESCRIPTION
THANKS
man
man/vcovHC.Rd man/isoacf.Rd man/Investment.Rd man/lrvar.Rd man/meat.Rd man/NeweyWest.Rd man/sandwich.Rd man/estfun.Rd man/bread.Rd man/weightsLumley.Rd man/vcovHAC.Rd man/vcovOPG.Rd man/PublicSchools.Rd man/kweights.Rd man/weightsAndrews.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.