All Questions
Tagged with sandwich optimization
2 questions
3
votes
2
answers
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How to estimate robust sandwich standard errors when estimating parameters using optim() in R?
Currently I am using numerical optimization in R via the optim() function to estimate some parameters in a complicated ...
- 369
4
votes
1
answer
347
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How to implement the sandwich estimator in a semi-parametric situation?
I am trying to implement a sandwich estimator described in Zhang et al. (2012, p. 1012) in very brief terms. The information they give is not enough for me to understand what has been actually done, ...
- 6,704