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 <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 <bradleysaul@gmail.com>
LicenseMIT + file LICENSE
Version1.0.12
URL https://github.com/bsaul/geex https://bsaul.github.io/geex/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("geex")

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geex documentation built on Feb. 17, 2020, 5:08 p.m.