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: 2024-09-15
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 05 Mar. 2026.
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

Today's Hot Picks in Authors and Packages

diffIRT  
Diffusion IRT Models for Response and Response Time Data
Package to fit diffusion-based IRT models to response and response time data. Models are fit using ...
Download / Learn more Package Citations See dependency  
imagefx  
Extract Features from Images
Synthesize images into characteristic features for time-series analysis or machine learning applicat ...
Download / Learn more Package Citations See dependency  
neat  
Efficient Network Enrichment Analysis Test
Includes functions and examples to compute NEAT, the Network Enrichment Analysis Test described in ...
Download / Learn more Package Citations See dependency  
pinp  
'pinp' is not 'PNAS'
A 'PNAS'-alike style for 'rmarkdown', derived from the 'Proceedings of the National Academy of Scie ...
Download / Learn more Package Citations See dependency  
ClimClass  
Climate Classification According to Several Indices
Classification of climate according to Koeppen - Geiger, of aridity indices, of continentality indi ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  

26,264

R Packages

223,360

Dependencies

70,244

Author Associations

26,265

Publication Badges

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