R: Robust Covariance Matrix Estimators

# Robust Covariance Matrix Estimators

## 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