Changes in Version 2.2-9 o added convenience function lrvar() to compute the long-run variance of the mean of a time series: a simple wrapper for kernHAC() and NeweyWest() applied to lm(x ~ 1). o lm/mlm/glm models with aliased parameters were not handled correctly (leading to errors in sandwich/vcovHC etc.), fixed now. o An improved error message is issued if prewhitening in vcovHAC() cannot work due to collinearity in the estimating functions. Changes in Version 2.2-8 o fixed a bug in bwNeweyWest() for "mlm" objects that only have an intercept. Changes in Version 2.2-7 o HC4m and HC5 estimators, as suggested by Cribari-Neto and coauthors, have been added to vcovHC() and related functions. Changes in Version 2.2-6 o bug fix in estfun() method for "survreg" objects Changes in Version 2.2-5 o estfun() methods for "hurdle"/"zeroinfl" objects can now handle multiple offset vectors (if any) Changes in Version 2.2-4 o new vcovHC() method for "mlm" objects. This simply combines the "meat" for each individual regression and combines the result. Changes in Version 2.2-3 o new bread() method for "mlm" objects. Changes in Version 2.2-2 o updates in estfun() methods for hurdle/zeroinfl objects. Changes in Version 2.2-1 o documentation enhancements for new Rd parser. Changes in Version 2.2-0 o added/enhanced bread() and estfun() methods for "rlm" and "mlogit" objects (from MASS and mlogit, respectively). o made vcovHC() and vcovHAC() generic with previous function definitions as default methods. o updated vignettes (in particular using the more convenient tobit() interface from the AER package). Changes in Version 2.1-0 o added bread() and estfun() methods for "hurdle"/"zeroinfl" objects as computed by hurdle()/zeroinfl() in package "pscl". o fixed bread() and estfun() methods for negative binomial "glm" objects: now dispersion = 1 is used. Changes in Version 2.0-3 o bread() method for "lm" objects now calls summary.lm() explicitely (rather than the generic) so that it also works with "aov" objects. Changes in Version 2.0-2 o Added new vcovOPG() function for computing the outer product of gradients estimator (works for maximum likelihood estfun() methods only). o Scaled estfun() and bread() method for "glm" objects by dispersion estimate. Hence, this corresponds to maximum likelihood and not deviance methods. Changes in Version 2.0-1 o Minor fix to bwAndrews() so that it can be easily used in models for multivariate means. Changes in Version 2.0-0 o A paper based on the "sandwich-OOP" vignette was accepted for publication in volume 16(9) of Journal of Statistical Software at http://www.jstatsoft.org/ o A NAMESPACE was added for the package. Changes in Version 1.9-0 o The vignette "sandwich-OOP" has been revised, extended and released as a technical report. o Several estfun() methods and some of the meat() functions have been enhanced and made more consistent. Changes in Version 1.1-1 o estfun() methods now use directly the model.matrix() method instead of the terms() and model.frame() methods. Changes in Version 1.1-0 o sandwich is made object-oriented, so that various types of sandwich estimators can be computed not only for "lm" models, but also "glm", "survreg", etc. To achieve object orientation this various changes have been made: a sandwich() function is provided which needs a bread and a meat matrix. For the bread, a generic bread() function is provided, for the meat, there are meat(), meatHC() and meatHAC(). All rely on the existence of a estfun() method. o vcovHC() and vcovHAC() have been restructured to use sandwich() together with meatHC() and meatHAC(), respectively. o A new vignette "sandwich-OOP" has been added, explaining the new object-orientation features. o Various methods to bread() and estfun() have been added, particularly for "survreg" and "coxph".