Tag: vcov

Robust covariance matrix estimation: sandwich 3.0-0, web page, JSS paper


Version 3.0-0 of the R package 'sandwich' for robust covariance matrix estimation (HC, HAC, clustered, panel, and bootstrap) is now available from CRAN, accompanied by a new web page and a paper in the Journal of Statistical Software (JSS). Read more ›

Clustered covariances in sandwich 2.5-0


Version 2.5-0 of the R package 'sandwich' is available from CRAN now with enhanced object-oriented clustered covariances (for lm, glm, survreg, polr, hurdle, zeroinfl, betareg, ...). The software and corresponding vignette have been improved considerably based on helpful and constructive reviewer feedback as well as various bug reports. Read more ›