https://github.com/cran/sandwich
Tip revision: cfe45ce37d645a0a13745f97edb895cb5749f3d1 authored by Achim Zeileis on 14 January 2012, 00:00:00 UTC
version 2.2-9
version 2.2-9
Tip revision: cfe45ce
NEWS
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".