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geex (version 1.1.1)

An API for M-Estimation

Description

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) ). 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) . Also provides an API to compute finite-sample variance corrections.

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Install

install.packages('geex')

Monthly Downloads

291

Version

1.1.1

License

MIT + file LICENSE

Issues

3

Pull Requests

0

Stars

9

Forks

5

Maintainer

Bradley Saul

Last Published

August 8th, 2022

Functions in geex (1.1.1)

compute_sigma

Compute empirical sandwich covariate estimator
approx_control-class

approx_control S4 class
correct_by

Correct sandwich components
correction

Creates a correct_control object
coef,geex-method

Gets the parameter estimates from a geex object
basic_control-class

basic_control S4 class
create_GFUN

Creates a function that sums over psi functions
compute_sum_of_list

Compute the sum of a list of matrices to sum
correct_control-class

correct_control S4 class
compute_pairwise_sum_of_list

Compute the sum of a list of matrices to sum
deriv_control-class

deriv_control S4 class
geex-class

geex S4 class
fay_df_correction

Correct sandwich variance inference by Fay's degrees of freedom correction
geex_summary-class

geex summary object
geexex

Dataset used to illustrate Stefanski and Boos examples.
grab_bread_list

Gets the .A_i (list of bread matrices) slot
estimate_GFUN_roots

Estimate roots for a set of estimating equations
grab_design_levels

Grab a list of the levels of factor variables in a model.
estimate_sandwich_matrices

Estimate component matrices of the empirical sandwich covariance estimator
grab_fixed_formula

Grab the RHS formula from a model object
grab_estFUN

Grab estimating functions from a model object
diagnose_roots

Diagnose roots of estimating equations
create_basis

Creates an m_estimation_basis object
fay_bias_correction

Correct sandwich variance estimator byFay's bias correction
estimating_function-class

estimating_function S4 class
grab_psiFUN_list

Gets the .psi_list slot in a m_estimation_basis
grab_response

Grab a vector of responses from a model object
grab_bread

Grabs the .A (bread matrix) slot
get_corrections

Gets the corrections from a geex object
grab_GFUN

Gets the .psi_list slot in a m_estimation_basis
grab_psiFUN

Grab estimating functions from a model object
create_psiFUN_list

Creates list of psi functions
grab

Grab something from an object
geex-package

geex: M-estimation API
grab_meat

Gets the .B (meat matrix) slot
grab_meat_list

Gets the .B_i (list of bread matrices) slot
setup_root_control

Setup a root_control object
setup_deriv_control

Setup a deriv_control object
root_control-class

root_control S4 class
grab_response_formula

Grab the LHS formula from a model object
nobs,geex-method

Extract the number observations
roots

Gets the parameter estimates matrix from a geex object
sandwich_components-class

sandwich_components S4 class
grab_design_matrix

Grab a matrix of fixed effects from a model object
setup_approx_control

Setup an approx_control object
setup_control

Setup a basic_control object
grab_ee_list

Gets the .ee_i (observed estimating function) slot
m_estimation_basis-class

m_estimation_basis S4 class
geex_control-class

geex_control S4 class
m_estimate

Estimate parameters and their covariance from a set of estimating equations
vcov,geex-method

Gets the variance-covariance matrix from a geex object
summary,geex-method

Object Summaries
show

Show (print) the S4 geex classes
weights,geex-method

Extract Model weights