Model-robust standard error estimators for cross-sectional, time series, clustered, panel, and longitudinal data.
Version: | 2.5-0 |
Depends: | R (≥ 2.10.0) |
Imports: | stats, utils, zoo |
Suggests: | AER, car, geepack, lattice, lmtest, MASS, multiwayvcov, parallel, pcse, plm, pscl, scatterplot3d, stats4, strucchange, survival |
Published: | 2018-08-17 |
Author: | Achim Zeileis |
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: |
Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in R Object-Oriented Computation of Sandwich Estimators Econometric Computing with HC and HAC Covariance Matrix Estimators |
Package source: | sandwich_2.5-0.tar.gz |
Windows binaries: | r-devel: sandwich_2.5-0.zip, r-release: sandwich_2.5-0.zip, r-oldrel: sandwich_2.5-0.zip |
OS X binaries: | r-release: sandwich_2.5-0.tgz, r-oldrel: sandwich_2.5-0.tgz |
Old sources: | sandwich archive |
Reverse depends: | AER, CADFtest, cjoint, COUNT, dhglm, evian, gmm, iClick, inference, ivpack, ivregEX, list, mediation, merDeriv, mfx, midasr, mobForest, PeerPerformance, RcmdrMisc, rdd, strucchange, vars |
Reverse imports: | acrt, ARpLMEC, betareg, bucky, censReg, clubSandwich, clusterSEs, contrast, ConvergenceClubs, crch, cregg, crseEventStudy, DirectEffects, fChange, FindIt, fxregime, gcmr, glmx, glogis, gravity, Greg, grf, HARModel, highfrequency, interflex, lavaSearch2, lfe, lpirfs, MarkowitzR, maxLik, medflex, mlt, model4you, monotonicity, multcomp, multiwayvcov, nonnest2, nse, outreg, party, pdR, PlackettLuce, plm, pubh, quickmatch, radiant.model, rddapp, rddtools, rdlocrand, ssym, systemfit, tram, trtf, uwIntroStats, vcrpart, weibulltools, Zelig |
Reverse suggests: | ANOM, car, chandwich, dyn, dynlm, estimatr, geex, ggeffects, HSAUR2, HSAUR3, huxtable, jtools, lmtest, madness, margins, memisc, mlt.docreg, modmarg, partykit, pscl, psychotools, Rchoice, SharpeR, sjstats, tukeytrend |
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