sandwich

Robust Covariance Matrix Estimators

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

Tests Vignettes

Available Snapshots

This version of sandwich can be found in the following snapshots:

Dependencies

Imports/Depends/LinkingTo/Enhances (2)
  • R
  • zoo
  • Suggests (11)
  • AER
  • car
  • geepack
  • lme4
  • lmtest
  • multiwayvcov
  • pcse
  • plm
  • pscl
  • scatterplot3d
  • strucchange
  • Version History