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

From: roger koenker <rkoenker_at_uiuc.edu>
Date: Thu 09 Feb 2006 - 06:08:36 EST

On Feb 8, 2006, at 10:22 AM, Angelo Secchi wrote:

>
> 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?

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

url:    www.econ.uiuc.edu/~roger            Roger Koenker
email    rkoenker@uiuc.edu            Department of Economics
vox:     217-333-4558                University of Illinois
fax:       217-244-6678                Champaign, IL 61820

______________________________________________
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Feb 09 07:39:54 2006

This archive was generated by hypermail 2.1.8 : Fri 10 Feb 2006 - 23:00:11 EST