rob var/cov + LAD regression
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