geex-package: geex: M-estimation API

Description Details Goals Author(s) See Also

Description

geex provides an extensible API for estimating parameters and their covariance from a set of estimating functions (M-estimation). M-estimation theory has a long history [see reference in the M-estimation bibliography: https://bsaul.github.io/geex/articles/articles/mestimation_bib.html. For an excellent introduction, see the primer by L.A. Stefanski and D.D. Boos, "The Calculus of M-estimation" (The American Statistician (2002), 56(1), 29-38) (http://www.jstor.org/stable/3087324).

Details

M-estimation encompasses a broad swath of statistical estimators and ideas including:

geex can implement all of these using a user-defined estimating function.

To learn more about geex, see the package vignettes: browseVignettes(package = 'geex').

Goals

If you can specify a set of unbiased estimating equations, geex does the rest. The goals of geex are simply:

geex does not, by itself, necessarily aim to be fast nor precise. Such goals are left to the user to implement or confirm.

Author(s)

Maintainer: Bradley Saul [email protected]

Other contributors:

See Also

Useful links:


geex documentation built on Sept. 24, 2018, 1:04 a.m.