
sandwich
 Referenced in 31 articles
[sw04486]
 sandwich: Robust Covariance Matrix Estimators , Modelrobust standard error estimators for crosssectional, time series...

spatstat
 Referenced in 133 articles
[sw04429]
 Point Patterns, including multitype/marked points and spatial covariates, in any twodimensional spatial region. Also ... function, kernel smoothed intensity, relative risk estimation with crossvalidated bandwidth selection, mark correlation functions ... Models may include dependence on covariates, interpoint interaction, cluster formation and dependence on marks. Fitted...

RICPAC
 Referenced in 63 articles
[sw15253]
 covariance matrices are singular or illconditioned with respect to inversion. Crossweighting or correlated ... available to improve condition and accuracy. Condition estimates for the solution are also calculated...

xtscc
 Referenced in 7 articles
[sw37339]
 sample properties of the crosssectional dependence–consistent Driscoll– Kraay estimator with the properties ... commonly used covariance ma trix estimators that do not account for crosssectional dependence...

plsdof
 Referenced in 3 articles
[sw12201]
 gmdl) or on crossvalidation. Estimates for the mean and covariance of the PLS regression ... application of test procedures. Further, crossvalidation procedures for Ridge Regression and Principal Components Regression...

FinCovRegularization
 Referenced in 2 articles
[sw14857]
 statistical factor model. For covariance matrix regularization, four regularized estimators are included: banding, tapering, hard ... tuning parameters of these regularized estimators are selected via crossvalidation...

HiDimDA
 Referenced in 4 articles
[sw06068]
 High Dimensional problems based on reliable covariance estimators for problems with (many) more variables than ... observations. Includes routines for classifier training, prediction, crossvalidation and variable selection...

RegEM
 Referenced in 17 articles
[sw04943]
 climate data: Estimation of mean values and covariance matrices and imputation of missing values. Journal ... algorithm, a regularized estimation method replaces the conditional maximum likelihood estimation of regression parameters ... truncation parameter) and ridge regression with generalized crossvalidation as regularized estimation methods. The implementation...

R/qtl
 Referenced in 13 articles
[sw20451]
 fourway crosses. The current version of R/qtl includes facilities for estimating genetic maps, identifying ... done in the presence of covariates (such as sex, age or treatment). One may also...

MTS
 Referenced in 5 articles
[sw15485]
 using diffusion index, transfer function analysis, Bayesian estimation of VAR models, and multivariate time series ... VARMA model, and to calculate theoretical crosscovariance matrices of a given VARMA model...

CBPS
 Referenced in 6 articles
[sw17528]
 propensity score is estimated such that it maximizes the resulting covariate balance as well ... several extensions of the CBPS beyond the crosssectional, binary treatment setting. The current version ... generalization of experimental and instrumental variable estimates. Recently add the optimal CBPS which chooses...

pamfe
 Referenced in 1 article
[sw29774]
 effects panel data models. Estimating nonlinear effects of continuous covariates by penalized splines is well ... established for regressions with crosssectional data as well as for panel data regressions with ... since they enable both the estimation of unknown nonlinear covariate effects and inferential statements about...

SPPACK
 Referenced in 1 article
[sw24683]
 manage spatialweighting matrices, and estimate the parameters of crosssectional spatialautoregressive models with ... autoregressive disturbances that may contain additional endogenous covariates. The estimation method is either maximum likelihood...

LNA++
 Referenced in 1 article
[sw27627]
 temporal crosscovariances of species in the CRN. For efficient parameter estimation and uncertainty analysis...

tnam
 Referenced in 2 articles
[sw24997]
 international relations). These models can be estimated for crosssectional data or panel data, with ... network dependencies as predictors, multiple networks and covariates, arbitrary outcome distributions, and random effects...

avar
 Referenced in 1 article
[sw35589]
 AVAR: Stata module to perform asymptotic covariance estimation for iid and noniid data robust ... clustering, and common crosspanel autocorrelated disturbances. avar is a routine for estimating...

CVTuningCov
 Referenced in 0 articles
[sw16329]
 parameters based on crossvalidation (CV) in regularized estimators of large covariance matrices. Four regularized...

blockCV
 Referenced in 1 article
[sw34235]
 separated folds for crossvalidation to provide a robust error estimation in spatially structured environments ... range of spatial autocorrelation in continuous raster covariates to find an initial realistic distance band...

FuncNN
 Referenced in 1 article
[sw35064]
 scalar responses paired with functional and scalar covariates. We implement the theoretical discussion found ... assist with crossvalidation, tuning, and the display of estimated functional weights...

BSGW
 Referenced in 1 article
[sw29207]
 shape coefficients  allows for many covariates to be included. Crossvalidation helper functions ... package MfUSampler) is used for coefficient estimation...