[R] rob var/cov + LAD regression

[roger koenker]

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
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