CRAN . RSTUDIO . COM {
}
Title:
CRAN: Package sandwich
Description:
Object-oriented software for model-robust covariance matrix estimators. Starting out from the basic robust Eicker-Huber-White sandwich covariance methods include: heteroscedasticity-consistent (HC) covariances for cross-section data; heteroscedasticity- and autocorrelation-consistent (HAC) covariances for time series data (such as Andrews
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Keywords {🔍}
covariances, sandwich, estimators, zeileis, covariance, source, sandwichtgz, reverse, robust, matrix, objectoriented, methods, hac, clustered, doijssvi, code, sandwichzip, rrelease, roldrel, data, depends, imports, stats, suggests, aer, car, lmtest, multiwayvcov, plm, pscl, strucchange, achim, aut, ctb, gpl, citation, binaries, arm, hsaur, software, modelrobust, starting, basic, eickerhuberwhite, include, heteroscedasticityconsistent, crosssection, heteroscedasticity, autocorrelationconsistent, time,
Topics {✒️}
object-oriented implementation object-oriented computation robust cran checks cross-section data time series data gz windows binaries sandwich results documentation andrews' kernel hac wildmeta reverse suggests vars reverse imports zip macos binaries canonical form https org/package=sandwich panel-corrected covariances sandwich estimators weave estimators s3 methods sandwich author zoo suggests reverse depends org/contact org/ needscompilation autocorrelation-consistent newey-west outer-product methods survival published r-project r-forge html license readme news reference manual pdf vignettes versatile variances econometric computing r-devel r-release r-oldrel wpa linking gradients covariances bootstrap covariances clustered covariances heteroscedasticity-consistent gpl-3 url model package source sandwich //sandwich hac citation
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