To cite sandwich in publications use:
Zeileis A (2004). “Econometric Computing with HC and HAC Covariance Matrix Estimators.” Journal of Statistical Software, 11(10), 1–17. doi: 10.18637/jss.v011.i10.
If sandwich is applied to models other than lm(), please also cite:
Zeileis A (2006). “Object-Oriented Computation of Sandwich Estimators.” Journal of Statistical Software, 16(9), 1–16. doi: 10.18637/jss.v016.i09.
If clustered covariances are used, please also cite:
Berger S, Graham N, Zeileis A (2017). “Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in R.” Technical Report 2017-12, Working Papers in Economics and Statistics, Research Platform Empirical and Experimental Economics, Universität Innsbruck. http://EconPapers.RePEc.org/RePEc:inn:wpaper:2017-12.
Corresponding BibTeX entries:
@Article{, title = {Econometric Computing with {HC} and {HAC} Covariance Matrix Estimators}, author = {Achim Zeileis}, journal = {Journal of Statistical Software}, year = {2004}, volume = {11}, number = {10}, pages = {1--17}, doi = {10.18637/jss.v011.i10}, }
@Article{, title = {Object-Oriented Computation of Sandwich Estimators}, author = {Achim Zeileis}, journal = {Journal of Statistical Software}, year = {2006}, volume = {16}, number = {9}, pages = {1--16}, doi = {10.18637/jss.v016.i09}, }
@TechReport{, title = {Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in {R}}, author = {Susanne Berger and Nathaniel Graham and Achim Zeileis}, institution = {Working Papers in Economics and Statistics, Research Platform Empirical and Experimental Economics, Universit\"at Innsbruck}, year = {2017}, type = {Working Paper}, number = {2017-12}, month = {July}, url = {http://EconPapers.RePEc.org/RePEc:inn:wpaper:2017-12}, }