Model-robust standard error estimators for cross-sectional, time series and longitudinal data.
| Version: | 2.1-0 |
| Depends: | R (≥ 2.0.0), stats, zoo |
| Imports: | stats |
| Suggests: | car, lmtest, strucchange, Ecdat, survival, MASS |
| Date: | 2008-01-26 |
| Author: | Thomas Lumley, Achim Zeileis |
| Maintainer: | Achim Zeileis <Achim.Zeileis at R-project.org> |
| License: | GPL-2 |
| In views: | Econometrics, Finance, Robust, SocialSciences |
| CRAN checks: | sandwich results |
Downloads:
| Package source: | sandwich_2.1-0.tar.gz |
| MacOS X binary: | sandwich_2.1-0.tgz |
| Windows binary: | sandwich_2.1-0.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 |