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 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.