Object-oriented Computation of Sandwich Estimators
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 pa...
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| Format: | Article |
| Language: | English |
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Foundation for Open Access Statistics
2006-08-01
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| Series: | Journal of Statistical Software |
| Online Access: | http://www.jstatsoft.org/index.php/jss/article/view/1496 |
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