geex_summary-class

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

geex_summary-class function

<dl>
<dt><code>estFUN</code></dt>
<dd>a <code>estimating-function</code></dd></dl>
<dt><code>outer_args</code></dt>
<dd>the <code>list</code> arguments passed to the <code>m_estimate</code> call</dd>
<dt><code>inner_args</code></dt>
<dd>the <code>list</code> arguments passed to the <code>m_estimate</code> call</dd>
<dt><code>data</code></dt>
<dd>the <code>data.frame</code> passed to the <code>m_estimate</code> call</dd>
<dt><code>weights</code></dt>
<dd>the <code>weights</code> passed to the <code>m_estimate</code> call</dd>
<dt><code>nobs</code></dt>
<dd>the number of observational units used to compute the M-estimator</dd>
<dt><code>units</code></dt>
<dd>the name of the variable identifying the observational units</dd>
<dt><code>corrections</code></dt>
<dd>a <code>list</code> of correction performed on <code>sandwich_components</code></dd>
<dt><code>estimates</code></dt>
<dd>a <code>numeric</code> vector of parameter estimates</dd>
<dt><code>vcov</code></dt>
<dd>the empirical sandwich variance <code>matrix</code></dd>

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geex summary object — geex_summary-class

<dl>
<dt><code>estFUN</code></dt>
<dd>a <code>estimating-function</code></dd>


<dt><code>outer_args</code></dt>
<dd>the <code>list</code> arguments passed to the <code>m_estimate</code> call</dd>


<dt><code>inner_args</code></dt>
<dd>the <code>list</code> arguments passed to the <code>m_estimate</code> call</dd>


<dt><code>data</code></dt>
<dd>the <code>data.frame</code> passed to the <code>m_estimate</code> call</dd>


<dt><code>weights</code></dt>
<dd>the <code>weights</code> passed to the <code>m_estimate</code> call</dd>


<dt><code>nobs</code></dt>
<dd>the number of observational units used to compute the M-estimator</dd>


<dt><code>units</code></dt>
<dd>the name of the variable identifying the observational units</dd>


<dt><code>corrections</code></dt>
<dd>a <code>list</code> of correction performed on <code>sandwich_components</code></dd>


<dt><code>estimates</code></dt>
<dd>a <code>numeric</code> vector of parameter estimates</dd>


<dt><code>vcov</code></dt>
<dd>the empirical sandwich variance <code>matrix</code></dd>


</dl>

geex_summary-class: geex summary object

Description

Arguments

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