sandwich: Robust Covariance Matrix Estimators
Version 2.4-0

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

AuthorAchim Zeileis [aut, cre], Thomas Lumley [aut], Susanne Berger [ctb], Nathaniel Graham [ctb]
Date of publication2017-05-11 19:42:44
MaintainerAchim Zeileis <Achim.Zeileis@R-project.org>
LicenseGPL-2 | GPL-3
Version2.4-0
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("sandwich", repos="http://R-Forge.R-project.org")

Popular man pages

lrvar: Long-Run Variance of the Mean
meat: A Simple Meat Matrix Estimator
vcovCL: Clustered Covariance Matrix Estimation
vcovHC: Heteroskedasticity-Consistent Covariance Matrix Estimation
vcovOPG: Outer Product of Gradients Covariance Matrix Estimation
vcovPC: Panel-Corrected Covariance Matrix Estimation
weightsLumley: Weighted Empirical Adaptive Variance Estimation
See all...

All man pages Function index File listing

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
vcovPC: Panel-Corrected Covariance Matrix Estimation
vcovPL: Clustered Covariance Matrix Estimation for panel data
weightsAndrews: Kernel-based HAC Covariance Matrix Estimation
weightsLumley: Weighted Empirical Adaptive Variance Estimation

Functions

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

Files

DESCRIPTION
NAMESPACE
NEWS
R
R/auxiliary.R
R/bread.R
R/estfun.R
R/lrvar.R
R/sandwich.R
R/vcovCL.R
R/vcovHAC.R
R/vcovHC.R
R/vcovPC.R
R/vcovPL.R
THANKS
build
build/partial.rdb
build/vignette.rds
data
data/InstInnovation.rda
data/Investment.rda
data/PetersenCL.rda
data/PublicSchools.rda
inst
inst/CITATION
inst/doc
inst/doc/sandwich-CL.R
inst/doc/sandwich-CL.Rnw
inst/doc/sandwich-CL.pdf
inst/doc/sandwich-OOP.R
inst/doc/sandwich-OOP.Rnw
inst/doc/sandwich-OOP.pdf
inst/doc/sandwich.R
inst/doc/sandwich.Rnw
inst/doc/sandwich.pdf
man
man/InstInnovation.Rd
man/Investment.Rd
man/NeweyWest.Rd
man/PetersenCL.Rd
man/PublicSchools.Rd
man/bread.Rd
man/estfun.Rd
man/isoacf.Rd
man/kweights.Rd
man/lrvar.Rd
man/meat.Rd
man/sandwich.Rd
man/vcovCL.Rd
man/vcovHAC.Rd
man/vcovHC.Rd
man/vcovOPG.Rd
man/vcovPC.Rd
man/vcovPL.Rd
man/weightsAndrews.Rd
man/weightsLumley.Rd
tests
tests/Examples
tests/Examples/sandwich-Ex.Rout.save
vignettes
vignettes/hac.bib
vignettes/sandwich-CL.Rnw
vignettes/sandwich-OOP.Rnw
vignettes/sandwich-OOP.Rout.save
vignettes/sandwich.Rnw
vignettes/sandwich.Rout.save
vignettes/sim-01.rda
vignettes/sim-02.rda
vignettes/sim-03.rda
vignettes/sim-04.rda
vignettes/sim-05.rda
vignettes/sim-CL.R
sandwich documentation built on May 21, 2017, 1:24 a.m.

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