The Calculus of M-Estimation in R with geex
Dublin Core
Title
The Calculus of M-Estimation in R with geex
Subject
empirical sandwich variance estimator, estimating equations, M-estimation, robust
statistics, R
statistics, R
Description
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.
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.
Creator
Bradley C. Saul
Source
https://www.jstatsoft.org/article/view/v092i02
Publisher
NoviSci
Date
February 2020
Contributor
Fajar bagus W
Format
PDF
Language
Inggris
Type
Text
Files
Collection
Citation
Bradley C. Saul
, “The Calculus of M-Estimation in R with geex,” Repository Horizon University Indonesia, accessed April 4, 2025, https://repository.horizon.ac.id/items/show/8106.