Robust Covariance Matrix Estimators

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Documentation for package ‘sandwich’ version 3.1-1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

.vcovBSenv	(Clustered) Bootstrap Covariance Matrix Estimation
bread	Bread for Sandwiches
bread.clm	Bread for Sandwiches
bread.coxph	Bread for Sandwiches
bread.default	Bread for Sandwiches
bread.gam	Bread for Sandwiches
bread.hurdle	Bread for Sandwiches
bread.lm	Bread for Sandwiches
bread.mlm	Bread for Sandwiches
bread.mlogit	Bread for Sandwiches
bread.nls	Bread for Sandwiches
bread.polr	Bread for Sandwiches
bread.rlm	Bread for Sandwiches
bread.survreg	Bread for Sandwiches
bread.zeroinfl	Bread for Sandwiches
bwAndrews	Kernel-based HAC Covariance Matrix Estimation
bwNeweyWest	Newey-West HAC Covariance Matrix Estimation
estfun	Extract Empirical Estimating Functions
estfun.clm	Extract Empirical Estimating Functions
estfun.coxph	Extract Empirical Estimating Functions
estfun.glm	Extract Empirical Estimating Functions
estfun.hurdle	Extract Empirical Estimating Functions
estfun.lm	Extract Empirical Estimating Functions
estfun.mlm	Extract Empirical Estimating Functions
estfun.mlogit	Extract Empirical Estimating Functions
estfun.nls	Extract Empirical Estimating Functions
estfun.polr	Extract Empirical Estimating Functions
estfun.rlm	Extract Empirical Estimating Functions
estfun.survreg	Extract Empirical Estimating Functions
estfun.zeroinfl	Extract Empirical Estimating Functions
InstInnovation	Innovation and Institutional Ownership
Investment	US Investment Data
isoacf	Isotonic Autocorrelation Function
kernHAC	Kernel-based HAC Covariance Matrix Estimation
kweights	Kernel Weights
lrvar	Long-Run Variance of the Mean
meat	A Simple Meat Matrix Estimator
meatCL	Clustered Covariance Matrix Estimation
meatHAC	Heteroscedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation
meatHC	Heteroscedasticity-Consistent Covariance Matrix Estimation
meatPC	Panel-Corrected Covariance Matrix Estimation
meatPL	Clustered Covariance Matrix Estimation for Panel Data
NeweyWest	Newey-West HAC Covariance Matrix Estimation
pava.blocks	Isotonic Autocorrelation Function
PetersenCL	Petersen's Simulated Data for Assessing Clustered Standard Errors
PublicSchools	US Expenditures for Public Schools
sandwich	Making Sandwiches with Bread and Meat
vcovBS	(Clustered) Bootstrap Covariance Matrix Estimation
vcovBS.default	(Clustered) Bootstrap Covariance Matrix Estimation
vcovBS.glm	(Clustered) Bootstrap Covariance Matrix Estimation
vcovBS.lm	(Clustered) Bootstrap Covariance Matrix Estimation
vcovCL	Clustered Covariance Matrix Estimation
vcovHAC	Heteroscedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation
vcovHAC.default	Heteroscedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation
vcovHC	Heteroscedasticity-Consistent Covariance Matrix Estimation
vcovHC.default	Heteroscedasticity-Consistent Covariance Matrix Estimation
vcovHC.mlm	Heteroscedasticity-Consistent Covariance Matrix Estimation
vcovJK	(Clustered) Jackknife Covariance Matrix Estimation
vcovJK.default	(Clustered) Jackknife Covariance Matrix Estimation
vcovOPG	Outer-Product-of-Gradients Covariance Matrix Estimation
vcovPC	Panel-Corrected Covariance Matrix Estimation
vcovPL	Clustered Covariance Matrix Estimation for Panel Data
weave	Weighted Empirical Adaptive Variance Estimation
weightsAndrews	Kernel-based HAC Covariance Matrix Estimation
weightsLumley	Weighted Empirical Adaptive Variance Estimation