sandwich: Robust Covariance Matrix Estimators

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

Version: 2.3-0
Depends: R (≥ 2.0.0)
Imports: stats, zoo
Suggests: car, lmtest, strucchange, AER, survival, MASS, scatterplot3d
Published: 2013-10-05
Author: Thomas Lumley [aut], Achim Zeileis [aut, cre]
Maintainer: Achim Zeileis <Achim.Zeileis at R-project.org>
License: GPL-2
NeedsCompilation: no
Citation: sandwich citation info
Materials: NEWS
In views: Econometrics, Finance, Robust, SocialSciences
CRAN checks: sandwich results

Downloads:

Reference manual: sandwich.pdf
Vignettes: Object-Oriented Computation of Sandwich Estimators
Econometric Computing with HC and HAC Covariance Matrix Estimators
Package source: sandwich_2.3-0.tar.gz
OS X binary: sandwich_2.3-0.tgz
Windows binary: sandwich_2.3-0.zip
Old sources: sandwich archive

Reverse dependencies:

Reverse depends: AER, CADFtest, gcmr, gmm, inference, ivpack, list, mediation, mfx, midasr, nlrwr, party, rdd, strucchange, vars, Zelig
Reverse imports: betareg, censReg, fxregime, glmx, glogis, MarkowitzR, maxLik, multcomp, plm, psychotree, Rchoice, systemfit, termstrc
Reverse suggests: car, contrast, dyn, dynlm, Ecdat, Ecfun, FinTS, HSAUR2, HSAUR3, lmtest, partykit, pscl, SharpeR