sandwich: Robust Covariance Estimation: Project Home – R-Forge

An object-oriented implementation of model-robust covariances and standard error estimators for cross-sectional, time series, and longitudinal data.

Tags: regression, robust, covariance, HC, HAC

• Development Status : 5 - Production/Stable
• Environment : Console (Text Based)
• Intended Audience : End Users/Desktop
• License : OSI Approved : GNU General Public License (GPL)
• Natural Language : English
• Operating System : OS Independent
• Programming Language : R
• Topic : Econometrics
• Topic : Regression Models
• Topic : Robust Statistics

Registered: 2016-09-21 08:36
Activity Ranking: 39
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