sandwich: Robust Covariance Matrix Estimators

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

Version: 2.2-6
Depends: R (≥ 2.0.0), stats, zoo
Imports: stats
Suggests: car, lmtest, strucchange, AER, survival, MASS
Published: 2010-03-03
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

Downloads:

Package source: sandwich_2.2-6.tar.gz
MacOS X binary: sandwich_2.2-6.tgz
Windows binary: sandwich_2.2-6.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 dependencies:

Reverse depends: AER, CADFtest, fxregime, gmm, multmod, nlrwr, party, plm, strucchange, vars
Reverse imports: betareg, fxregime, maxLik, psychotree, termstrc
Reverse suggests: Ecdat, FinTS, HSAUR2, Zelig, betareg, car, contrast, dyn, dynlm, lmtest, multcomp, pscl