Model-robust standard error estimators for cross-sectional, time series, and longitudinal data.
| Version: | 2.3-2 |
| Depends: | R (≥ 2.0.0) |
| Imports: | stats, zoo |
| Suggests: | car, lmtest, strucchange, AER, survival, MASS, scatterplot3d |
| Published: | 2014-08-24 |
| Author: | Thomas Lumley [aut], Achim Zeileis [aut, cre] |
| Maintainer: | Achim Zeileis <Achim.Zeileis at R-project.org> |
| License: | GPL-2 | GPL-3 |
| NeedsCompilation: | no |
| Citation: | sandwich citation info |
| Materials: | NEWS |
| In views: | Econometrics, Finance, Robust, SocialSciences |
| CRAN checks: | sandwich results |
| Reference manual: | sandwich.pdf |
| Vignettes: |
Object-Oriented Computation of Sandwich Estimators Econometric Computing with HC and HAC Covariance Matrix Estimators |
| Package source: | sandwich_2.3-2.tar.gz |
| Windows binaries: | r-devel: sandwich_2.3-2.zip, r-release: sandwich_2.3-2.zip, r-oldrel: sandwich_2.3-2.zip |
| OS X Snow Leopard binaries: | r-release: sandwich_2.3-2.tgz, r-oldrel: sandwich_2.3-2.tgz |
| OS X Mavericks binaries: | r-release: sandwich_2.3-2.tgz |
| Old sources: | sandwich archive |
| Reverse depends: | AER, CADFtest, COUNT, gcmr, gmm, inference, ivpack, list, mediation, mfx, midasr, nlrwr, party, RcmdrMisc, rdd, strucchange, vars, Zelig |
| Reverse imports: | betareg, censReg, fxregime, glmx, glogis, MarkowitzR, maxLik, multcomp, multiwayvcov, plm, PResiduals, Rchoice, systemfit, termstrc, vcrpart |
| Reverse suggests: | car, contrast, dyn, dynlm, Ecdat, Ecfun, FinTS, HSAUR2, HSAUR3, lmtest, partykit, pscl, SharpeR |