# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "sandwich" in publications use:' type: software license: - GPL-2.0-only - GPL-3.0-only title: 'sandwich: Robust Covariance Matrix Estimators' version: 3.1-2 doi: 10.18637/jss.v095.i01 identifiers: - type: doi value: 10.32614/CRAN.package.sandwich - type: url value: https://sandwich.R-Forge.R-project.org/ abstract: 'Object-oriented software for model-robust covariance matrix estimators. Starting out from the basic robust Eicker-Huber-White sandwich covariance methods include: heteroscedasticity-consistent (HC) covariances for cross-section data; heteroscedasticity- and autocorrelation-consistent (HAC) covariances for time series data (such as Andrews'' kernel HAC, Newey-West, and WEAVE estimators); clustered covariances (one-way and multi-way); panel and panel-corrected covariances; outer-product-of-gradients covariances; and (clustered) bootstrap covariances. All methods are applicable to (generalized) linear model objects fitted by lm() and glm() but can also be adapted to other classes through S3 methods. Details can be found in Zeileis et al. (2020) , Zeileis (2004) and Zeileis (2006) .' authors: - family-names: Zeileis given-names: Achim email: Achim.Zeileis@R-project.org orcid: https://orcid.org/0000-0003-0918-3766 - family-names: Lumley given-names: Thomas email: t.lumley@auckland.ac.nz orcid: https://orcid.org/0000-0003-4255-5437 preferred-citation: type: article title: 'Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in R' authors: - family-names: Zeileis given-names: Achim email: Achim.Zeileis@R-project.org orcid: https://orcid.org/0000-0003-0918-3766 - family-names: K\"oll given-names: Susanne - family-names: Graham given-names: Nathaniel email: npgraham1@npgraham1.com journal: Journal of Statistical Software year: '2020' volume: '95' issue: '1' doi: 10.18637/jss.v095.i01 start: '1' end: '36' repository: https://r-forge.r-universe.dev commit: d6fdbc01ce47b4e43e5b59bccf453f76233b0ee4 url: https://sandwich.R-Forge.R-project.org/contact.html date-released: '2024-09-16' contact: - family-names: Zeileis given-names: Achim email: Achim.Zeileis@R-project.org orcid: https://orcid.org/0000-0003-0918-3766 references: - type: article title: Econometric Computing with HC and HAC Covariance Matrix Estimators authors: - family-names: Zeileis given-names: Achim email: Achim.Zeileis@R-project.org orcid: https://orcid.org/0000-0003-0918-3766 journal: Journal of Statistical Software year: '2004' volume: '11' issue: '10' doi: 10.18637/jss.v011.i10 start: '1' end: '17' - type: article title: Object-Oriented Computation of Sandwich Estimators authors: - family-names: Zeileis given-names: Achim email: Achim.Zeileis@R-project.org orcid: https://orcid.org/0000-0003-0918-3766 journal: Journal of Statistical Software year: '2006' volume: '16' issue: '9' doi: 10.18637/jss.v016.i09 start: '1' end: '16'