|Authors:||Bradley C. Saul, Michael G. Hudgens|
|Title:||The Calculus of M-Estimation in R with geex|
|Abstract:||M-estimation, or estimating equation, methods are widely applicable for point estimation and asymptotic inference. In this paper, we present an R package that can find roots and compute the empirical sandwich variance estimator for any set of user-specified, unbiased estimating equations. Examples from the M-estimation primer by Stefanski and Boos (2002) demonstrate use of the software. The package also includes a framework for finite sample, heteroscedastic, and autocorrelation variance corrections, and a website with an extensive collection of tutorials.|
Page views:: 1943. Submitted: 2018-06-03. Published: 2020-02-18.
The Calculus of M-Estimation in R with geex
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Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.