chandwich: Chandler-Bate Sandwich Loglikelihood Adjustment

Performs adjustments of a user-supplied independence loglikelihood function using a robust sandwich estimator of the parameter covariance matrix, based on the methodology in Chandler and Bate (2007) <doi:10.1093/biomet/asm015>. This can be used for cluster correlated data when interest lies in the parameters of the marginal distributions or for performing inferences that are robust to certain types of model misspecification. Functions for profiling the adjusted loglikelihoods are also provided, as are functions for calculating and plotting confidence intervals, for single model parameters, and confidence regions, for pairs of model parameters. Nested models can be compared using an adjusted likelihood ratio test.

Package details

AuthorPaul J. Northrop [aut, cre, cph], Richard E. Chandler [aut, cph]
MaintainerPaul J. Northrop <[email protected]>
LicenseGPL (>= 2)
Version1.1.1
URL http://github.com/paulnorthrop/chandwich
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("chandwich")

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chandwich documentation built on Nov. 29, 2018, 1:05 a.m.