An API for M-Estimation

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) ). 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) . Also provides an API to compute finite-sample variance corrections.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("geex")

1.1.1 by Bradley Saul, 4 years ago


https://github.com/bsaul/geex, https://bsaul.github.io/geex/


Report a bug at https://github.com/bsaul/geex/issues


Browse source code at https://github.com/cran/geex


Authors: Bradley Saul [aut, cre] , Brian Barkley [ctb]


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports Matrix, rootSolve, numDeriv, lme4, methods

Suggests testthat, knitr, dplyr, moments, sandwich, inferference, xtable, AER, ICSNP, MASS, gee, saws, rmarkdown, geepack, covr, mvtnorm


Imported by PSor, RCTrep, debiasedTrialEmulation, pda.

Depended on by REMLA.


See at CRAN