rob var/cov + LAD regression

Wed, Feb 8, 2006 8:22 AM

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? 

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

Any help?
Thanks

========================================================
 Angelo Secchi                     PGP Key ID:EA280337

Thread (4 messages)

Angelo Secchi rob var/cov + LAD regression Feb 8 Bert Gunter rob var/cov + LAD regression Feb 8 Kjetil Halvorsen rob var/cov + LAD regression Feb 8 Roger Koenker rob var/cov + LAD regression Feb 8