diagnose_roots: Diagnose roots of estimating equations

In bsaul/geex: An API for M-Estimation

Diagnose roots of estimating equations

Description

Computes the value of

G_m = sum_i psi(O_i, \hat{\theta})

, i.e., the estimating equations at theta. Used to verify that G_m = 0 (or close to 0).

Usage

diagnose_roots(GFUN, theta)

Arguments

GFUN	a function of theta
theta	parameter estimates to use in evaluating the estimating equations.

Value

a numeric vector

Examples

myee <- function(data){
   function(theta){
    c(data$Y1 - theta[1],
     (data$Y1 - theta[1])^2 - theta[2])
   }
 }

mest <- m_estimate(
   estFUN = myee,
   data   = geexex,
   root_control = setup_root_control(start = c(1, 1)))

f <- grab_GFUN(mest@basis)
# Should be close to zero
diagnose_roots(GFUN = f, theta = roots(mest))

bsaul/geex documentation built on July 4, 2023, 6:40 p.m.