geex
An API for M-Estimation
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.
- Version1.1.1
- R version≥ 3.3
- LicenseMIT
- LicenseLICENSE
- Needs compilation?No
- geex citation info
- Last release08/08/2022
Documentation
- VignetteIntroduction to geex
- VignetteCalculus of M-estimation examples using geex
- VignetteA comparison of geex and sandwich for robust covariance estimation
- VignetteRoot solvers in geex
- VignetteUsing weights in geex
- VignetteFinite sample correction API
- VignetteEstimating causal parameters using geex
- VignetteThe software design of geex
- MaterialNEWS
Team
Bradley Saul
Brian Barkley
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- Imports4 packages
- Suggests16 packages
- Reverse Depends1 package
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