Statistics 5601 (Geyer, Fall 2007) The Sandwich Estimator
General Instructions
To do each example, just click the Submit button.
You do not have to type in any R instructions or specify a dataset.
That's already done for you.
Theory
This page goes with notes, the PDF form
of which is found on the course notes page.
We just repeat the R computations in that note in Rweb form here.
The Cauchy Location Problem
The Cauchy Location Problem with Sandwich
For security reasons, Rweb forbids the use of the eval function.
This makes the code in the form above much messier than the code in
the notes, but both calculate
the same things.
The Cauchy Location-Scale Problem with Sandwich
Again, for security reasons, Rweb forbids the use of
the eval function.
This makes the code in the form above much messier than the code in
the notes, but both calculate
the same things.