chantrics: chantrics: Loglikelihood Adjustments for Econometric Models

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chantrics adjusts the loglikelihood of common econometric models for clustered data based on the estimation process suggested in Chandler and Bate (2007), using the chandwich package, and provides convenience functions for inference on the adjusted models. adj_loglik() adjusts the model's parameter covariance matrix to incorporate clustered data, and can mitigate model misspecification by wrapping chandwich::adjust_loglik for the supported models.


The returned model of class chantrics can be plugged into standard model evaluation and model comparison methods, for example, summary(), confint() and anova(), and a hypothesis test framework provided by alrtest().

See vignette("chantrics-vignette", package = "chantrics") for an overview of the package.


R. E. Chandler and S. Bate, Inference for clustered data using the independence loglikelihood, Biometrika, 94 (2007), pp. 167–183. doi: 10.1093/biomet/asm015.

chantrics documentation built on Sept. 29, 2021, 9:08 a.m.