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] (<>), Thomas Lumley [aut], Susanne Berger [ctb], Nathaniel Graham [ctb]
MaintainerAchim Zeileis <[email protected]>
LicenseGPL-2 | GPL-3
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("sandwich", repos="")

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sandwich documentation built on Sept. 27, 2019, 3 p.m.