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 + fileLICENSE |
| URL: | https://github.com/bsaul/geex,https://bsaul.github.io/geex/ |
| NeedsCompilation: | no |
| Citation: | geex citation info |
| Materials: | NEWS |
| CRAN checks: | geex results |