Function reference • sandwich

Covariance estimators
`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
`vcovJK()`	(Clustered) Jackknife 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
Object orientation
`bread()`	Bread for Sandwiches
`estfun()`	Extract Empirical Estimating Functions
Kernel infrastructure
`kweights()`	Kernel Weights
`isoacf()`	Isotonic Autocorrelation Function
Data sets
`InstInnovation`	Innovation and Institutional Ownership
`Investment`	US Investment Data
`PetersenCL`	Petersen's Simulated Data for Assessing Clustered Standard Errors
`PublicSchools`	US Expenditures for Public Schools

Reference