Questions tagged «sandwich»

2
稳健的回归推断和Sandwich估计量
您能否举一个使用三明治估计器来执行可靠回归推断的示例? 我可以在中看到示例?sandwich,但是我不太理解如何使用函数返回的方差-协方差矩阵从lm(a ~ b, data)(r编码)到估计值和p值,该值是由回归模型得出的sandwich。
10 r  regression  lm  sandwich 
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