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>). Also provides an API to compute finite-sample variance corrections.
Version: | 1.0.11 |
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, ivpack, saws, rmarkdown, geepack, covr, mvtnorm |
Published: | 2018-09-23 |
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 |
Materials: | NEWS |
CRAN checks: | geex results |
Reference manual: | geex.pdf |
Vignettes: |
Introduction to geex Calculus of M-estimation examples using geex A comparison of geex and sandwich for robust covariance estimation Root solvers in geex Using weights in geex Finite sample correction API Estimating causal parameters using geex The software design of geex |
Package source: | geex_1.0.11.tar.gz |
Windows binaries: | r-devel: geex_1.0.11.zip, r-release: geex_1.0.11.zip, r-oldrel: geex_1.0.11.zip |
OS X binaries: | r-release: geex_1.0.11.tgz, r-oldrel: geex_1.0.11.tgz |
Old sources: | geex archive |
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