sandwich_components-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

sandwich_components-class function

<dl>
<dt><code>.A</code></dt>
<dd>the "bread" matrix</dd></dl>
<dt><code>.A_i</code></dt>
<dd>a list of "bread" matrices per unit</dd>
<dt><code>.B</code></dt>
<dd>the "meat" matrix</dd>
<dt><code>.B_i</code></dt>
<dd>a list of "meat" matrices per unit</dd>
<dt><code>.ee_i</code></dt>
<dd>a list of observed estimating function values per unit</dd>

Slots

sandwich_components S4 class — sandwich_components-class

<dl>
<dt><code>.A</code></dt>
<dd>the "bread" matrix</dd>


<dt><code>.A_i</code></dt>
<dd>a list of "bread" matrices per unit</dd>


<dt><code>.B</code></dt>
<dd>the "meat" matrix</dd>


<dt><code>.B_i</code></dt>
<dd>a list of "meat" matrices per unit</dd>


<dt><code>.ee_i</code></dt>
<dd>a list of observed estimating function values per unit</dd>


</dl>

sandwich_components-class: sandwich_components S4 class

Description

Arguments

Slots