geexex: Dataset used to illustrate Stefanski and Boos examples.

In geex: An API for M-Estimation

Dataset used to illustrate Stefanski and Boos examples.

Description

The data used to illustrate examples 1-9 of Stefanski and Boos (2002).

Format

a dataset with 9 variables and 100 observations

• Y1 rnorm(mean = 5, sd = 4)

• Y2 rnorm(mean = 2, sd = 1)

• X1 rgamma(shape =5)

• Y3 2 + 3*X1 + 1*rnorm(0, 1)

• W1 X1 + 0.25 * rnorm(0, 1)

• Z1 2 + 1.5*X1 + 1*rnorm(0, 1)

• X2 0 for first 50 observation, 1 for rest

• Y4 0.1 + 0.1*X1 + 0.5*X2 + rnorm(0, 1)

• Y5 rbinom(prob = plogis(0.1 + 0.1*X1 + 0.5*X2))

References

Stefanski, L. A., & Boos, D. D. (2002). The calculus of m-estimation. The American Statistician, 56(1), 29-38.

geex documentation built on Aug. 8, 2022, 5:05 p.m.