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1 vote
0 answers
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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 ...
SanMelkote's user avatar
11 votes
2 answers
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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 ...
Remi.b's user avatar
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