rob var/cov + LAD regression
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 at uiuc.edu Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Champaign, IL 61820