sandwich: Robust Covariance Matrix Estimators

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

Version: 2.4-0
Depends: R (≥ 2.10.0)
Imports: stats, utils, zoo
Suggests: AER, car, geepack, lattice, lmtest, MASS, multiwayvcov, pcse, plm, pscl, scatterplot3d, stats4, strucchange, survival
Published: 2017-07-26
Author: Achim Zeileis [aut, cre], Thomas Lumley [aut], Susanne Berger [ctb], Nathaniel Graham [ctb]
Maintainer: Achim Zeileis <Achim.Zeileis at R-project.org>
License: GPL-2 | GPL-3
NeedsCompilation: no
Citation: sandwich citation info
Materials: NEWS
In views: Econometrics, Finance, Robust, SocialSciences
CRAN checks: sandwich results

Downloads:

Reference manual: sandwich.pdf
Vignettes: Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in R
Object-Oriented Computation of Sandwich Estimators
Econometric Computing with HC and HAC Covariance Matrix Estimators
Package source: sandwich_2.4-0.tar.gz
Windows binaries: r-devel: sandwich_2.3-4.zip, r-release: sandwich_2.3-4.zip, r-oldrel: sandwich_2.4-0.zip
OS X El Capitan binaries: r-release: sandwich_2.4-0.tgz
OS X Mavericks binaries: r-oldrel: sandwich_2.4-0.tgz
Old sources: sandwich archive

Reverse dependencies:

Reverse depends: AER, CADFtest, cjoint, COUNT, gmm, inference, ivpack, ivregEX, list, mediation, mfx, midasr, PeerPerformance, RcmdrMisc, rdd, strucchange, vars
Reverse imports: acrt, betareg, censReg, clubSandwich, clusterSEs, contrast, eventstudies, fxregime, gcmr, glmx, glogis, gravity, Greg, highfrequency, interflex, lfe, MarkowitzR, maxLik, medflex, merDeriv, mlt, multcomp, multiwayvcov, nonnest2, nse, outreg, party, pdR, plm, quickmatch, radiant.model, rddtools, rdlocrand, REndo, sjstats, ssym, systemfit, termstrc, uwIntroStats, vcrpart, Zelig
Reverse suggests: ANOM, car, dyn, dynlm, FinTS, grf, HSAUR2, HSAUR3, jtools, lmtest, margins, memisc, mlt.docreg, partykit, pscl, Rchoice, SharpeR, tukeytrend

Linking:

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