Other packages > Find by keyword >

sandwich  

Robust Covariance Matrix Estimators
View on CRAN: Click here


Download and install sandwich package within the R console
Install from CRAN:
install.packages("sandwich")

Install from Github:
library("remotes")
install_github("cran/sandwich")

Install by package version:
library("remotes")
install_version("sandwich", "3.1-1")



Attach the package and use:
library("sandwich")
Maintained by
Achim Zeileis
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2004-02-20
Latest Update: 2022-06-15
Description:
Object-oriented software for model-robust covariance matrix estimators. Starting out from the basic robust Eicker-Huber-White sandwich covariance methods include: heteroscedasticity-consistent (HC) covariances for cross-section data; heteroscedasticity- and autocorrelation-consistent (HAC) covariances for time series data (such as Andrews' kernel HAC, Newey-West, and WEAVE estimators); clustered covariances (one-way and multi-way); panel and panel-corrected covariances; outer-product-of-gradients covariances; and (clustered) bootstrap covariances. All methods are applicable to (generalized) linear model objects fitted by lm() and glm() but can also be adapted to other classes through S3 methods. Details can be found in Zeileis et al. (2020) , Zeileis (2004) and Zeileis (2006) .
How to cite:
Achim Zeileis (2004). sandwich: Robust Covariance Matrix Estimators. R package version 3.1-1, https://cran.r-project.org/web/packages/sandwich. Accessed 06 Nov. 2024.
Previous versions and publish date:
0.1-1 (2004-02-20 17:24), 0.1-2 (2004-04-08 08:11), 0.1-3 (2004-07-20 10:30), 0.9-0 (2004-11-03 14:31), 1.0-0 (2004-12-02 13:49), 1.0-1 (2005-04-06 18:44), 1.1-0 (2006-01-19 13:45), 1.1-1 (2006-02-15 02:04), 1.9-0 (2006-05-24 00:36), 2.0-0 (2006-08-18 13:13), 2.0-1 (2006-11-17 00:26), 2.0-2 (2007-04-14 00:26), 2.0-3 (2007-12-14 18:35), 2.1-0 (2008-01-26 00:38), 2.2-0 (2008-12-19 20:55), 2.2-1 (2009-02-05 15:37), 2.2-2 (2009-11-18 04:01), 2.2-3 (2009-11-30 13:18), 2.2-4 (2009-12-08 00:26), 2.2-5 (2010-01-15 09:26), 2.2-6 (2010-03-03 01:20), 2.2-7 (2011-06-07 15:28), 2.2-8 (2011-09-28 22:08), 2.2-9 (2012-01-14 18:31), 2.2-10 (2013-03-29 12:06), 2.3-0 (2013-10-05 17:24), 2.3-1 (2014-07-20 13:21), 2.3-2 (2014-08-24 22:09), 2.3-3 (2015-03-26 19:56), 2.3-4 (2015-09-24 12:43), 2.4-0 (2017-07-26 21:36), 2.5-0 (2018-08-17 13:55), 2.5-1 (2019-04-07 00:01), 3.0-0 (2020-10-02 12:40), 3.0-1 (2021-05-18 11:50), 3.0-2 (2022-06-15 09:10), 3.1-0 (2023-12-11 14:50)
Other packages that cited sandwich R package
View sandwich citation profile
Other R packages that sandwich depends, imports, suggests or enhances
Complete documentation for sandwich
Functions, R codes and Examples using the sandwich R package
Some associated functions: InstInnovation . Investment . NeweyWest . PetersenCL . PublicSchools . bread . estfun . isoacf . kweights . lrvar . meat . sandwich . vcovBS . vcovCL . vcovHAC . vcovHC . vcovJK . vcovOPG . vcovPC . vcovPL . weightsAndrews . weightsLumley . 
Some associated R codes: auxiliary.R . bread.R . estfun.R . lrvar.R . sandwich.R . vcovBS.R . vcovBS.lm.R . vcovCL.R . vcovHAC.R . vcovHC.R . vcovJK.R . vcovPC.R . vcovPL.R .  Full sandwich package functions and examples
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

equatiomatic  
Transform Models into 'LaTeX' Equations
The goal of equatiomatic is to reduce the painassociated with writing LaTeX formulas from fitted mod ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
ddp  
Desirable Dietary Pattern
The desirable Dietary Pattern (DDP)/ PPH score measures the variety of food consumption. The (weigh ...
Download / Learn more Package Citations See dependency  
maic  
Matching-Adjusted Indirect Comparison
A generalised workflow for generation of subject weights to be used in Matching-Adjusted Indirect C ...
Download / Learn more Package Citations See dependency  
mailR  
A Utility to Send Emails from R
Interface to Apache Commons Email to send emails from R. ...
Download / Learn more Package Citations See dependency  
memoise  
'Memoisation' of Functions
Cache the results of a function so that when you call it again with the same arguments it returns t ...
Download / Learn more Package Citations See dependency  

23,092

R Packages

198,677

Dependencies

62,675

Author Associations

23,089

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA