drgee-package: Doubly Robust Generalized Estimating Equations

Description Author(s)

Description

The main function is drgee, which estimates a parameter beta in a model defined as g{E(Y|A,L)}-g{E(Y|A=0,L)}=beta^T (A * X(L))}. By supplying (nuisance) models for g\{E(Y|A=0,L) and E(A|L), a consistent estimate of beta is obtained when at least one of these models is correctly specified.

In the function drgee, three estimation methods are implemented: O-estimation, where a model for g\{E(Y|A=0,L) is used; E-estimation, where a model for E(A|L) is used; and DR-estimation where models for both g\{E(Y|A=0,L) and E(A|L) are used.

The function gee is an implementation of standard GEE with independent working correlation matrix.

For conditional methods with clustered data, cluster-specific intercepts are assumed in all models.

The function drgeeData is used for extraction and manipulation of data, and is called by drgee and gee.

The function RobVcov is used to calculate standard errors of the estimates, given a vector of the residuals from estimating equations, the Jacobian, and a cluster-identifying variable.

The function findRoots solves a system of non linear equations.

Author(s)

Johan Zetterqvist, Arvid Sjölander with contributions from Alexander Ploner.


drgee documentation built on Jan. 11, 2020, 9:43 a.m.