| Authors: | Achim Zeileis |
| Title: | [download] (3102)Object-oriented Computation of Sandwich Estimators |
| Reference: | Vol. 16, Issue 9, Aug 2006 Submitted 2006-05-26, Accepted 2006-08-15 |
| Type: | Article |
| Abstract: | Sandwich covariance matrix estimators are a popular tool in applied regression modeling for performing inference that is robust to certain types of model misspecification. Suitable implementations are available in the R system for statistical computing for certain model fitting functions only (in particular |
| Paper: | [download] (3102)Object-oriented Computation of Sandwich Estimators (application/pdf, 302.7 KB) |
| Supplements: | [download] (836)sandwich_2.0-0.tar.gz: R source package (application/x-gzip, 595.4 KB) |
| [download] (903)DebTrivedi.rda.gz: data set (application/x-gzip, 56.9 KB) |
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| Resources: | BibTeX | OAI |
