• sandwich

  • Referenced in 31 articles [sw04486]
  • sandwich: Robust Covariance Matrix Estimators , Model-robust standard error estimators for cross-sectional, time series...
  • spatstat

  • Referenced in 133 articles [sw04429]
  • Point Patterns, including multitype/marked points and spatial covariates, in any two-dimensional spatial region. Also ... function, kernel smoothed intensity, relative risk estimation with cross-validated 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 ill-conditioned with respect to inversion. Cross-weighting 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 cross-sectional dependence–consistent Driscoll– Kraay estimator with the properties ... commonly used covariance ma- trix estimators that do not account for cross-sectional dependence...
  • plsdof

  • Referenced in 3 articles [sw12201]
  • gmdl) or on cross-validation. Estimates for the mean and covariance of the PLS regression ... application of test procedures. Further, cross-validation 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 cross-validation...
  • 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, cross-validation 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 cross-validation as regularized estimation methods. The implementation...
  • R/qtl

  • Referenced in 13 articles [sw20451]
  • four-way 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 cross-covariance 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 cross-sectional, 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 cross-sectional 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 spatial-weighting matrices, and estimate the parameters of cross-sectional spatial-autoregressive models with ... autoregressive disturbances that may contain additional endogenous covariates. The estimation method is either maximum likelihood...
  • LNA++

  • Referenced in 1 article [sw27627]
  • temporal cross-covariances 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 cross-sectional 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 non-iid data robust ... clustering, and common cross-panel autocorrelated disturbances. avar is a routine for estimating...
  • CVTuningCov

  • Referenced in 0 articles [sw16329]
  • parameters based on cross-validation (CV) in regularized estimators of large covariance matrices. Four regularized...
  • blockCV

  • Referenced in 1 article [sw34235]
  • separated folds for cross-validation 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 cross-validation, tuning, and the display of estimated functional weights...
  • BSGW

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