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.

Package details

AuthorBradley Saul [aut, cre], Brian Barkley [ctb]
MaintainerBradley Saul <>
LicenseMIT + file LICENSE
Package repositoryView on CRAN
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geex documentation built on Aug. 8, 2022, 5:05 p.m.