R help - Feb 2006 - rob var/cov + LAD regression

Hi,
after looking around I was not able to get info about these two questions:

1. Is there a function to have a  "jackknifed corrected  var/cov
estimate" (as described in MacKinnon and White 1985) in a standard OLS
regression?

2. Does R possess a LAD (Least Absolute Deviation) regression function?

Any help?
Thanks

-- 
======================================================= Angelo Secchi           
PGP Key ID:EA280337

RSiteSearch() is your friend.

For 1) Try RSiteSearch('Jackknife',restrict='functions')

For 2) see package quantreg

-- Bert Gunter
Genentech Non-Clinical Statistics
South San Francisco, CA
 
"The business of the statistician is to catalyze the scientific learning
process."  - George E. P. Box
 
 
> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Angelo Secchi
> Sent: Wednesday, February 08, 2006 8:23 AM
> To: r-help at stat.math.ethz.ch
> Subject: [R] rob var/cov + LAD regression
> 
> 
> Hi,
> after looking around I was not able to get info about these 
> two questions:
> 
> 1. Is there a function to have a  "jackknifed corrected  
> var/cov estimate" (as described in MacKinnon and White 1985) 
> in a standard OLS regression? 
> 
> 2. Does R possess a LAD (Least Absolute Deviation) regression 
> function?
> 
> Any help?
> Thanks
> 
> -- 
> =======================================================>  Angelo Secchi 
PGP Key ID:EA280337
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! 
> http://www.R-project.org/posting-guide.html
>

Angelo Secchi wrote:
> Hi,
> after looking around I was not able to get info about these two questions:
> 
> 1. Is there a function to have a  "jackknifed corrected  var/cov
estimate" (as described in MacKinnon
and White 1985) in a standard OLS regression?

Not sure, but look at package  sandwich  (on CRAN).
> 
> 2. Does R possess a LAD (Least Absolute Deviation) regression function?
This can be done with package quantreg  (on CRAN).

Kjetil
> 
> Any help?
> Thanks
>

On Feb 8, 2006, at 10:22 AM, Angelo Secchi wrote:
>
> 1. Is there a function to have a  "jackknifed corrected  var/cov  
> estimate" (as described in MacKinnon and White 1985) in a standard  
> OLS regression?
package:  sandwich
>
> 2. Does R possess a LAD (Least Absolute Deviation) regression  
> function?
>
package:  quantreg

url:    www.econ.uiuc.edu/~roger            Roger Koenker
email    rkoenker at uiuc.edu            Department of Economics
vox:     217-333-4558                University of Illinois
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