Model-robust standard error estimators for cross-sectional, time series and longitudinal data.
| Version: | 2.2-10 |
| Depends: | R (≥ 2.0.0), stats, zoo |
| Imports: | stats |
| Suggests: | car, lmtest, strucchange, AER, survival, MASS, scatterplot3d |
| Published: | 2013-03-29 |
| 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 |
| In views: | Econometrics, Finance, Robust, SocialSciences |
| CRAN checks: | sandwich results |
| Package source: | sandwich_2.2-10.tar.gz |
| MacOS X binary: | sandwich_2.2-10.tgz |
| Windows binary: | sandwich_2.2-10.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, afmtools, CADFtest, fxregime, gcmr, gmm, inference, list, mediation, multmod, nlrwr, party, plm, rdd, RMAWGEN, strucchange, vars, Zelig |
| Reverse imports: | betareg, censReg, fxregime, glogis, maxLik, psychotree, RMAWGEN, systemfit, termstrc |
| Reverse suggests: | betareg, car, censReg, contrast, dyn, dynlm, Ecdat, EpiModel, FinTS, HSAUR2, lmtest, multcomp, pscl, SciencePo |