sandwich: Robust Covariance Matrix Estimators

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

Author
Thomas Lumley [aut], Achim Zeileis [aut, cre]
Date of publication
2016-12-01 10:36:27
Maintainer
Achim Zeileis <Achim.Zeileis@R-project.org>
License
GPL-2 | GPL-3
Version
2.4-0

View on R-Forge

Man pages

bread
Bread for Sandwiches
estfun
Extract Empirical Estimating Functions
InstInnovation
Innovation and Institutional Ownership
Investment
US Investment Data
isoacf
Isotonic Autocorrelation Function
kweights
Kernel Weights
lrvar
Long-Run Variance of the Mean
meat
A Simple Meat Matrix Estimator
NeweyWest
Newey-West HAC Covariance Matrix Estimation
PetersenCL
Petersen's Simulated Data for Assessing Clustered Standard...
PublicSchools
US Expenditures for Public Schools
sandwich
Making Sandwiches with Bread and Meat
vcovCL
Clustered Covariance Matrix Estimation
vcovHAC
Heteroskedasticity and Autocorrelation Consistent (HAC)...
vcovHC
Heteroskedasticity-Consistent Covariance Matrix Estimation
vcovOPG
Outer Product of Gradients Covariance Matrix Estimation
vcovPL
Clustered Covariance Matrix Estimation for panel data
weightsAndrews
Kernel-based HAC Covariance Matrix Estimation
weightsLumley
Weighted Empirical Adaptive Variance Estimation

Files in this package

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