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Robust regression inference and Sandwich estimators
Can you give me an example of the use of sandwich estimators in order to perform robust regression inference?
I can see the example in ?sandwich, but I don't quite ...
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1
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0
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Robust regression with Sandwich estimator
I understand that rlm (robust regression) addresses issues of outliers and influential observations, but does not address heteroskedasticity. I have come to learn ...
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