sandwich: Robust Covariance Matrix Estimators

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) <doi:10.18637/jss.v095.i01>, Zeileis (2004) <doi:10.18637/jss.v011.i10> and Zeileis (2006) <doi:10.18637/jss.v016.i09>.

Version: 3.1-1
Depends: R (≥ 3.0.0)
Imports: stats, utils, zoo
Published: 2024年09月15日
Author: Achim Zeileis ORCID iD [aut, cre], Thomas Lumley ORCID iD [aut], Nathaniel Graham ORCID iD [ctb], Susanne Koell [ctb]
Maintainer: Achim Zeileis <Achim.Zeileis at R-project.org>
License: GPL-2 | GPL-3
NeedsCompilation: no
Materials: README, NEWS
CRAN checks: sandwich results

Documentation:

Reference manual: sandwich.html , sandwich.pdf

Downloads:

Package source: sandwich_3.1-1.tar.gz
Windows binaries: r-devel: sandwich_3.1-1.zip, r-release: sandwich_3.1-1.zip, r-oldrel: sandwich_3.1-1.zip
macOS binaries: r-release (arm64): sandwich_3.1-1.tgz, r-oldrel (arm64): sandwich_3.1-1.tgz, r-release (x86_64): sandwich_3.1-1.tgz, r-oldrel (x86_64): sandwich_3.1-1.tgz
Old sources: sandwich archive

Reverse dependencies:

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