View source: R/correct_by_funs.R
fay_bias_correction | R Documentation |
Computes the bias corrected sandwich covariance matrix described in Fay and
Graubard (2001). See vignette("05_finite_sample_corrections", package = "geex")
for further information.
fay_bias_correction(components, b = 0.75)
components |
an object of class |
b |
a numeric value < 1. Defaults to 0.75 as in Fay. |
a corrected covariance matrix
Fay, M. P., & Graubard, B. I. (2001). Small-Sample adjustments for Wald-type tests using sandwich estimators. Biometrics, 57(4), 1198-1206
# This example demonstrates usage of the corrections, not a meaningful application myee <- function(data){ function(theta){ c(data$Y1 - theta[1], (data$Y1 - theta[1])^2 - theta[2]) } } results <- m_estimate( estFUN = myee, data = geexex, root_control = setup_root_control(start = c(1,1)), corrections = list( bias_correction_.1 = correction(fay_bias_correction, b = .1), bias_correction_.3 = correction(fay_bias_correction, b = .3)) ) get_corrections(results)
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