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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.
Getting started
Package overview
A comparison of `geex` and sandwich for robust covariance estimation
Additional calculus of M-estimation examples using `geex`
An introduction to M-estimation with `geex`
Estimating causal parameters using `geex`
Finite sample correction API in `geex`
Speeding computations using weights in `geex`
The design and structure of geex
Using different or custom root solvers in `geex`
Browse package contents
Package details |
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| Author | Bradley Saul [aut, cre], Brian Barkley [ctb] |
| Maintainer | Bradley Saul <bradleysaul@gmail.com> |
| License | MIT + file LICENSE |
| Version | 1.1.1 |
| URL | https://github.com/bsaul/geex https://bsaul.github.io/geex/ |
| Package repository | View on CRAN |
| Installation |
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