Object-Oriented Computation of Sandwich Estimators
نویسندگان
چکیده
منابع مشابه
Object-oriented Computation of Sandwich Estimators
This introduction to the object-orientation features of the R package sandwich is a (slightly) modified version of Zeileis (2006), published in the Journal of Statistical Software. 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 th...
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ژورنال
عنوان ژورنال: Journal of Statistical Software
سال: 2006
ISSN: 1548-7660
DOI: 10.18637/jss.v016.i09