[R] rob var/cov + LAD regression

[Kjetil Brinchmann Halvorsen]

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
>