eivgmm: Estimation via Generalized Method of Moments Approach with...

In ytalau/eiv: The Study of Measurement Errors in Variables

Description

The eivgmm function returns the estimation by combining and solving measurement errors corrected estimating equations via generalized method of moments.

Usage

eivgmm(
  formula,
  data,
  me.var,
  mcov = list(),
  time.var,
  id.var,
  start = NULL,
  family = "binomial",
  control = list(),
  modify_inv = FALSE,
  finsam_cor = TRUE
)

Arguments

formula	a symbolic description of the model
data	a data frame that contains variables in the model and corresponding a variables identifying subjects and time points
me.var	names of variables with measurement errors in the data
mcov	list of the covariance matrices for the surrogate variables
time.var	name of variable that identifies different time points in the data
id.var	name of variable that identifies clusters in the data
start	The starting values for the parameters in the regression
family	the family of response variable
control	a list of parameters that pass into the estimating process
modify_inv	a logical variable specifying whether a not invertible matrix should be fixed
finsam_cor	a logical variable specifying whether or not the finite sample bias should be corrected

Details

The input of data must be a data.frame.

ytalau/eiv documentation built on Dec. 23, 2021, 8:18 p.m.