Re: [R] rob var/cov + LAD regression

From: Kjetil Brinchmann Halvorsen <kjetilbrinchmannhalvorsen_at_gmail.com>
Date: Thu 09 Feb 2006 - 05:07:51 EST

Angelo Secchi wrote:
> Hi,
> after looking around I was not able to get info about these two questions:
>
> 1. Is there a function to have a "jackknifed corrected var/cov estimate" (as described in MacKinnon

and White 1985) in a standard OLS regression?

Not sure, but look at package sandwich (on CRAN).

>
> 2. Does R possess a LAD (Least Absolute Deviation) regression function?

This can be done with package quantreg (on CRAN).

Kjetil

>
> Any help?
> Thanks
>



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