sandwich: Robust Covariance Matrix Estimators

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

Package details

AuthorAchim Zeileis [aut, cre] (<https://orcid.org/0000-0003-0918-3766>), Thomas Lumley [aut], Susanne Berger [ctb], Nathaniel Graham [ctb]
MaintainerAchim Zeileis <[email protected]>
LicenseGPL-2 | GPL-3
Version2.5-1
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("sandwich", repos="http://R-Forge.R-project.org")

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sandwich documentation built on Sept. 29, 2018, 3 p.m.