compute_sigma

Computes \(\Sigma = A^{-1} B (A^{-1})^T \) with
provided \(A\) and \(B\) matrices.

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.

Bradley Saul

geex

An API for M-Estimation

Brian Barkley

compute_sigma function

<dl><dt>A</dt>
<dd>a matrix, generally the <code>.A</code> slot in a
<code>sandwich_components</code> object created in
<code>estimate_sandwich_matrices</code></dd>
<dt>B</dt>
<dd>a matrix, generally the <code>.B</code> slot in a
<code>sandwich_components</code> object created in
<code>estimate_sandwich_matrices</code></dd>
<dt>solver</dt>
<dd>the function used to compute the inverse of <code>A</code>, Defaults
to <code><a href="/link/solve?package=geex&version=1.1.1" data-mini-rdoc="geex::solve">solve</a></code></dd></dl>

Arguments

Compute empirical sandwich covariate estimator — compute_sigma

<dl>

<dt>A</dt>
<dd>a matrix, generally the <code>.A</code> slot in a
<code>sandwich_components</code> object created in
<code>estimate_sandwich_matrices</code></dd>


<dt>B</dt>
<dd>a matrix, generally the <code>.B</code> slot in a
<code>sandwich_components</code> object created in
<code>estimate_sandwich_matrices</code></dd>


<dt>solver</dt>
<dd>the function used to compute the inverse of <code>A</code>, Defaults
to <code><a href='https://rdrr.io/r/base/solve.html'>solve</a></code></dd>

</dl>

compute_sigma: Compute empirical sandwich covariate estimator

Description

Usage

Value

Arguments

Examples