Provides a general, flexible framework for estimating parameters
and empirical sandwich variance estimator from a set of unbiased estimating
equations (i.e., M-estimation in the vein of Stefanski & Boos (2002)
<doi:10.1198/000313002753631330>). All examples from Stefanski & Boos (2002)
are published in the corresponding Journal of Statistical Software paper
"The Calculus of M-Estimation in R with geex" by Saul & Hudgens (2020)
<doi:10.18637/jss.v092.i02>. Also provides an API to compute finite-sample
variance corrections.
| Version: |
1.1.1 |
| Depends: |
R (≥ 3.3) |
| Imports: |
Matrix (≥ 1.2-6), rootSolve (≥ 1.6.6), numDeriv (≥
2014.2-1), lme4 (≥ 1.1-12), methods (≥ 3.3) |
| Suggests: |
testthat, knitr, dplyr, moments, sandwich, inferference, xtable, AER, ICSNP, MASS, gee, saws, rmarkdown, geepack, covr, mvtnorm |
| Published: |
2022-08-08 |
| DOI: |
10.32614/CRAN.package.geex |
| Author: |
Bradley Saul [aut, cre],
Brian Barkley [ctb] |
| Maintainer: |
Bradley Saul <bradleysaul at gmail.com> |
| BugReports: |
https://github.com/bsaul/geex/issues |
| License: |
MIT + file LICENSE |
| URL: |
https://github.com/bsaul/geex, https://bsaul.github.io/geex/ |
| NeedsCompilation: |
no |
| Citation: |
geex citation info |
| Materials: |
NEWS |
| CRAN checks: |
geex results |