Dear Michael,

as to questions 1) and 2):

The following article by A. Zeileis provides more details on the 
package 'sandwich':

http://www.jstatsoft.org/v16/i09/

(see also the references).


Use 'model.matrix' to construct a design matrix:

x <- runif(10,0,10)
model.matrix(~x)



Christian

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