Model-robust standard error estimators for cross-sectional, time series, and longitudinal data.
| Version: | 2.3-4 |
| Depends: | R (≥ 2.0.0) |
| Imports: | stats, zoo |
| Suggests: | car, lmtest, strucchange, AER, survival, MASS, scatterplot3d |
| Published: | 2015-09-24 |
| 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_2.3-4.tar.gz |
| Windows binaries: | r-devel: sandwich_2.3-4.zip, r-release: sandwich_2.3-4.zip, r-oldrel: sandwich_2.3-4.zip |
| OS X El Capitan binaries: | r-release: sandwich_2.3-4.tgz |
| OS X Mavericks binaries: | r-oldrel: sandwich_2.3-4.tgz |
| Old sources: | sandwich archive |
| Reverse depends: | AER, CADFtest, cjoint, COUNT, gmm, inference, ivpack, ivregEX, list, mediation, mfx, midasr, PeerPerformance, RcmdrMisc, rdd, strucchange, vars |
| Reverse imports: | acrt, betareg, censReg, clubSandwich, clusterSEs, contrast, eventstudies, fxregime, gcmr, glmx, glogis, gravity, Greg, highfrequency, interflex, lfe, MarkowitzR, maxLik, medflex, merDeriv, mlt, multcomp, multiwayvcov, nonnest2, nse, outreg, party, pdR, plm, quickmatch, radiant.model, rddtools, rdlocrand, REndo, sjstats, ssym, systemfit, termstrc, uwIntroStats, vcrpart, Zelig |
| Reverse suggests: | ANOM, car, dyn, dynlm, FinTS, grf, HSAUR2, HSAUR3, jtools, lmtest, margins, memisc, mlt.docreg, partykit, pscl, Rchoice, SharpeR, tukeytrend |
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