sandwich

Robust Covariance Matrix Estimators

Model-robust standard error estimators for cross-sectional, time series, clustered, panel, and longitudinal data.

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Description file content

Package
sandwich
Version
2.5-1
Date
2019-04-06
Title
Robust Covariance Matrix Estimators
Description
Model-robust standard error estimators for cross-sectional, time series, clustered, panel, and longitudinal data.
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
License
GPL-2 | GPL-3
NeedsCompilation
no
Packaged
2019-04-06 21:24:19 UTC; zeileis
Author
Achim Zeileis [aut, cre] (), Thomas Lumley [aut], Susanne Berger [ctb], Nathaniel Graham [ctb]
Maintainer
Achim Zeileis
Repository
CRAN
Date/Publication
2019-04-06 21:59:16 UTC

install.packages('sandwich')

2.5-1

a month ago

Achim Zeileis

GPL-2 | GPL-3

Depends on

R (>= 2.10.0)

Imports

stats, utils, zoo

Suggests

AER, car, geepack, lattice, lmtest, MASS, multiwayvcov, parallel, pcse, plm, pscl, scatterplot3d, stats4, strucchange, survival

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