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sandwich
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]
[Scholar Profile | Author Map]
All associated links for this package
10.32614/CRAN.package.sandwich . https://sandwich.R-Forge.R-project.org/contact.html . https://sandwich.R-Forge.R-project.org/ . sandwich citation info . sandwich results . sandwich.pdf . sandwich_3.1-1.tar.gz . sandwich_3.1-1.zip . sandwich_3.1-1.zip . sandwich_3.1-1.zip . sandwich_3.1-1.tgz . sandwich_3.1-1.tgz . sandwich_3.1-1.tgz . sandwich_3.1-1.tgz . sandwich archive . https://CRAN.R-project.org/package=sandwich .
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 30 Apr. 2025.
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
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