Model-robust standard error estimators for cross-sectional, time series and longitudinal data.
| Version: | 2.2-5 |
| Depends: | R (≥ 2.0.0), stats, zoo |
| Imports: | stats |
| Suggests: | car, lmtest, strucchange, AER, survival, MASS |
| Published: | 2010-01-15 |
| Author: | Thomas Lumley, Achim Zeileis |
| Maintainer: | Achim Zeileis <Achim.Zeileis at R-project.org> |
| License: | GPL-2 |
| Citation: | sandwich citation info |
| In views: | Econometrics, Finance, Robust, SocialSciences |
| CRAN checks: | sandwich results |
| Package source: | sandwich_2.2-5.tar.gz |
| MacOS X binary: | sandwich_2.2-5.tgz |
| Windows binary: | sandwich_2.2-5.zip |
| Reference manual: | sandwich.pdf |
| Vignettes: |
Object-oriented Computation of Sandwich Estimators Econometric Computing with HC and HAC Covariance Matrix Estimators |
| News/ChangeLog: | NEWS |
| Old sources: | sandwich archive |
| Reverse depends: | AER, CADFtest, fxregime, multmod, nlrwr, party, plm, strucchange |
| Reverse imports: | betareg, fxregime, psychotree |
| Reverse suggests: | Ecdat, FinTS, HSAUR2, Zelig, betareg, contrast, dyn, dynlm, lmtest, multcomp, pscl |