CRAN/E | geex

geex

An API for M-Estimation

Installation

About

Provides a general, flexible framework for estimating parameters and empirical sandwich variance estimator from a set of unbiased estimating equations (i.e., M-estimation in the vein of Stefanski & Boos (2002) doi:10.1198/000313002753631330). All examples from Stefanski & Boos (2002) are published in the corresponding Journal of Statistical Software paper "The Calculus of M-Estimation in R with geex" by Saul & Hudgens (2020) doi:10.18637/jss.v092.i02. Also provides an API to compute finite-sample variance corrections.

Citation geex citation info
github.com/bsaul/geex
bsaul.github.io/geex/
Bug report File report

Key Metrics

Version 1.1.1
R ≥ 3.3
Published 2022-08-08 617 days ago
Needs compilation? no
License MIT
License File
CRAN checks geex results

Downloads

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Maintainer

Maintainer

Bradley Saul

bradleysaul@gmail.com

Authors

Bradley Saul

aut / cre

Brian Barkley

ctb

Material

NEWS
Reference manual
Package source

Vignettes

Introduction to geex
Calculus of M-estimation examples using geex
A comparison of geex and sandwich for robust covariance estimation
Root solvers in geex
Using weights in geex
Finite sample correction API
Estimating causal parameters using geex
The software design of geex

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

geex archive

Depends

R ≥ 3.3

Imports

Matrix ≥ 1.2-6
rootSolve ≥ 1.6.6
numDeriv ≥2014.2-1
lme4 ≥ 1.1-12
methods ≥ 3.3

Suggests

testthat
knitr
dplyr
moments
sandwich
inferference
xtable
AER
ICSNP
MASS
gee
saws
rmarkdown
geepack
covr
mvtnorm