| Port variant | std |
| Summary | Robust Covariance Matrix Estimators |
| Package version | 3.1.3 |
| Homepage | https://zeileis.codeberg.page/sandwich/ |
| Keywords | cran |
| Maintainer | CRAN Automaton |
| License | Not yet specified |
| Other variants | There are no other variants. |
| Ravenports | Buildsheet | History |
| Ravensource | Port Directory | History |
| Last modified | 19 AUG 2026, 18:47:48 UTC |
| Port created | 15 APR 2020, 18:11:42 UTC |
| single | 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>. |
| Build (only) |
gmake:primary:std R:primary:std icu:dev:std R:docs:std |
| Build and Runtime | R-zoo:single:std |
| Runtime (only) |
R:primary:std R:nls:std |
| main | mirror://CRAN/src/contrib https://loki.dragonflybsd.org/cranfiles/ |
| R-maxLik:std | Maximum Likelihood Estimation and Related Tools |
| R-multcomp:std | Simultaneous Inference in Parametric Models |
| R-plm:std | Linear Models for Panel Data |