TY - JOUR AU - Saul, Bradley C. AU - Hudgens, Michael G. PY - 2020/02/18 Y2 - 2024/03/29 TI - The Calculus of M-Estimation in R with geex JF - Journal of Statistical Software JA - J. Stat. Soft. VL - 92 IS - 2 SE - Articles DO - 10.18637/jss.v092.i02 UR - https://www.jstatsoft.org/index.php/jss/article/view/v092i02 SP - 1 - 15 AB - 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. ER -