https://github.com/cran/sandwich
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Tip revision: cfe45ce37d645a0a13745f97edb895cb5749f3d1 authored by Achim Zeileis on 14 January 2012, 00:00:00 UTC
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".
    
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