Man pages for sandwich
Robust Covariance Matrix Estimators
| 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 |
| vcovBS | (Clustered) Bootstrap Covariance Matrix Estimation |
| vcovCL | Clustered Covariance Matrix Estimation |
| vcovHAC | Heteroscedasticity and Autocorrelation Consistent (HAC)... |
| vcovHC | Heteroscedasticity-Consistent Covariance Matrix Estimation |
| vcovJK | (Clustered) Jackknife 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 |
