sandwich()
|
Making Sandwiches with Bread and Meat |
vcovHC() meatHC()
|
Heteroscedasticity-Consistent Covariance Matrix Estimation |
vcovCL() meatCL()
|
Clustered Covariance Matrix Estimation |
vcovHAC() meatHAC()
|
Heteroscedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation |
kernHAC() weightsAndrews() bwAndrews()
|
Kernel-based HAC Covariance Matrix Estimation |
NeweyWest() bwNeweyWest()
|
Newey-West HAC Covariance Matrix Estimation |
vcovBS()
|
(Clustered) Bootstrap Covariance Matrix Estimation |
vcovOPG()
|
Outer-Product-of-Gradients Covariance Matrix Estimation |
vcovPC() meatPC()
|
Panel-Corrected Covariance Matrix Estimation |
vcovPL() meatPL()
|
Clustered Covariance Matrix Estimation for Panel Data |
weave() weightsLumley()
|
Weighted Empirical Adaptive Variance Estimation |
lrvar()
|
Long-Run Variance of the Mean |
meat()
|
A Simple Meat Matrix Estimator |