sandwich: Robust Covariance Matrix Estimators

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

Version: 2.5-1
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
Published: 2019-04-06
Author: Achim Zeileis ORCID iD [aut, cre], Thomas Lumley [aut], Susanne Berger [ctb], Nathaniel Graham [ctb]
Maintainer: Achim Zeileis <Achim.Zeileis at R-project.org>
License: GPL-2 | GPL-3
NeedsCompilation: no
Citation: sandwich citation info
Materials: NEWS
In views: Econometrics, Finance, Robust, SocialSciences
CRAN checks: sandwich results

Downloads:

Reference manual: sandwich.pdf
Vignettes: Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in R
Object-Oriented Computation of Sandwich Estimators
Econometric Computing with HC and HAC Covariance Matrix Estimators
Package source: sandwich_2.5-1.tar.gz
Windows binaries: r-devel: sandwich_2.5-1.zip, r-release: sandwich_2.5-1.zip, r-oldrel: sandwich_2.5-1.zip
macOS binaries: r-release: sandwich_2.5-1.tgz, r-oldrel: sandwich_2.5-1.tgz
Old sources: sandwich archive

Reverse dependencies:

Reverse depends: AER, CADFtest, cjoint, COUNT, dhglm, evian, gmm, iClick, inference, ivpack, ivregEX, list, mediation, merDeriv, mfx, midasr, mobForest, momentfit, PeerPerformance, RcmdrMisc, rdd, regtools, strucchange, vars
Reverse imports: acrt, adventr, apollo, ARpLMEC, bayesdistreg, betareg, binsreg, bucky, censReg, clusterSEs, contrast, ConvergenceClubs, crch, cregg, crseEventStudy, DChaos, DirectEffects, dLagM, eventstudies, factorEx, FindIt, fixest, fxregime, gcmr, GLMpack, glmx, glogis, gravity, Greg, grf, GVARX, GWASTools, HARModel, interflex, ivdoctr, lavaSearch2, lax, lfe, lineartestr, lpirfs, maxLik, medflex, memochange, mixl, mlt, model4you, monotonicity, multcomp, multiwayvcov, nonnest2, nse, outreg, party, pdR, PlackettLuce, plm, PointFore, prais, pubh, quickmatch, radiant.model, rddtools, rdlocrand, regmedint, RPESE, scDIFtest, slm, ssym, systemfit, tbm, tram, tramnet, trtf, vcrpart, weibulltools
Reverse suggests: ANOM, ARDL, broom, car, chandwich, dfadjust, Disequilibrium, dyn, dynlm, estimatr, FinTS, geex, ggeffects, HSAUR2, HSAUR3, huxtable, interactions, jtools, lmtest, madness, margins, MarkowitzR, memisc, miceadds, mlt.docreg, modelsummary, npcp, panelr, parameters, parglms, partykit, pscl, psychotools, Rchoice, SharpeR, sjPlot, spatialreg, StratifiedMedicine, tangram, texreg, tukeytrend

Linking:

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