Message-ID: <43EA3377.5030907@gmail.com>
Date: 2006-02-08T18:07:51Z
From: Kjetil Halvorsen
Subject: rob var/cov + LAD regression
In-Reply-To: <20060208172244.116d59f8.secchi@sssup.it>
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
>