Package: geex 1.1.1
geex: 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) <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.
Authors:
geex_1.1.1.tar.gz
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geex_1.1.1.tgz(r-4.4-any)geex_1.1.1.tgz(r-4.3-any)
geex_1.1.1.tar.gz(r-4.5-noble)geex_1.1.1.tar.gz(r-4.4-noble)
geex_1.1.1.tgz(r-4.4-emscripten)geex_1.1.1.tgz(r-4.3-emscripten)
geex.pdf |geex.html✨
geex/json (API)
NEWS
| # Install 'geex' in R: |
| install.packages('geex', repos = c('https://bsaul.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/bsaul/geex/issues
- geexex - Dataset used to illustrate Stefanski and Boos examples.
asymptoticscovariance-estimatescovariance-estimationestimate-parametersestimating-equationsestimationinferencem-estimationrobustsandwich
Last updated 7 months agofrom:2ef096f6e9. Checks:OK: 1 NOTE: 6. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 04 2024 |
| R-4.5-win | NOTE | Nov 04 2024 |
| R-4.5-linux | NOTE | Nov 04 2024 |
| R-4.4-win | NOTE | Nov 04 2024 |
| R-4.4-mac | NOTE | Nov 04 2024 |
| R-4.3-win | NOTE | Nov 04 2024 |
| R-4.3-mac | NOTE | Nov 04 2024 |
Exports:coefcompute_sigmacorrect_bycorrectioncreate_basiscreate_GFUNcreate_psiFUN_listdiagnose_rootsestimate_GFUN_rootsestimate_sandwich_matricesfay_bias_correctionfay_df_correctionget_correctionsgrabgrab_breadgrab_bread_listgrab_design_levelsgrab_design_matrixgrab_ee_listgrab_estFUNgrab_fixed_formulagrab_GFUNgrab_meatgrab_meat_listgrab_psiFUNgrab_psiFUN_listgrab_responsegrab_response_formulam_estimatenobsrootssetup_approx_controlsetup_controlsetup_deriv_controlsetup_root_controlshowsummaryvcovweights
Dependencies:bootlatticelme4MASSMatrixminqanlmenloptrnumDerivRcppRcppEigenrootSolve
A comparison of geex and sandwich for robust covariance estimation
Rendered fromv02_sandwich_comparison.Rmdusingknitr::rmarkdownon Nov 04 2024.Last update: 2017-08-10
Started: 2017-08-10
Additional calculus of M-estimation examples using geex
Rendered fromv01_additional_examples.Rmdusingknitr::rmarkdownon Nov 04 2024.Last update: 2022-07-19
Started: 2017-08-10
Estimating causal parameters using geex
Rendered fromv06_causal_example.Rmdusingknitr::rmarkdownon Nov 04 2024.Last update: 2020-02-17
Started: 2017-08-10
Finite sample correction API in geex
Rendered fromv05_finite_sample_corrections.Rmdusingknitr::rmarkdownon Nov 04 2024.Last update: 2017-08-23
Started: 2017-08-10
An introduction to M-estimation with geex
Rendered fromv00_geex_intro.Rmdusingknitr::rmarkdownon Nov 04 2024.Last update: 2017-08-23
Started: 2017-08-10
Using different or custom root solvers in geex
Rendered fromv03_root_solvers.Rmdusingknitr::rmarkdownon Nov 04 2024.Last update: 2017-09-01
Started: 2017-08-10
The design and structure of geex
Rendered fromv07_geex_design.Rmdusingknitr::rmarkdownon Nov 04 2024.Last update: 2017-08-18
Started: 2017-08-10
Speeding computations using weights in geex
Rendered fromv04_weights.Rmdusingknitr::rmarkdownon Nov 04 2024.Last update: 2017-08-10
Started: 2017-08-10
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| geex: M-estimation API | geex-package geex |
| approx_control S4 class | approx_control-class |
| basic_control S4 class | basic_control-class |
| Gets the parameter estimates from a geex object | coef,geex,geex-method coef,geex-method coef,geex_summary-method |
| Compute empirical sandwich covariate estimator | compute_sigma |
| Correct sandwich components | correct_by |
| correct_control S4 class | correct_control-class |
| Creates a correct_control object | correction |
| Creates an m_estimation_basis object | create_basis |
| Creates a function that sums over psi functions | create_GFUN create_GFUN,m_estimation_basis,m_estimation_basis-method create_GFUN,m_estimation_basis-method |
| Creates list of psi functions | create_psiFUN_list create_psiFUN_list,m_estimation_basis,m_estimation_basis-method create_psiFUN_list,m_estimation_basis-method |
| deriv_control S4 class | deriv_control-class |
| Diagnose roots of estimating equations | diagnose_roots |
| Estimate roots for a set of estimating equations | estimate_GFUN_roots |
| Estimate component matrices of the empirical sandwich covariance estimator | estimate_sandwich_matrices |
| estimating_function S4 class | estimating_function-class |
| Correct sandwich variance estimator byFay's bias correction | fay_bias_correction |
| Correct sandwich variance inference by Fay's degrees of freedom correction | fay_df_correction |
| geex_control S4 class | geex_control-class |
| geex summary object | geex_summary-class |
| geex S4 class | geex-class |
| Dataset used to illustrate Stefanski and Boos examples. | geexex |
| Gets the corrections from a geex object | get_corrections get_corrections,geex-method get_corrections,geex_summary-method get_corrections,m_estimation_basis,m_estimation_basis-method |
| Grab something from an object | grab |
| Grabs the .A (bread matrix) slot | grab_bread grab_bread,sandwich_components,sandwich_components-method grab_bread,sandwich_components-method |
| Gets the .A_i (list of bread matrices) slot | grab_bread_list grab_bread_list,sandwich_components,sandwich_components-method grab_bread_list,sandwich_components-method |
| Grab a list of the levels of factor variables in a model. | grab_design_levels |
| Grab a matrix of fixed effects from a model object | grab_design_matrix |
| Gets the .ee_i (observed estimating function) slot | grab_ee_list |
| Grab estimating functions from a model object | grab_estFUN grab_estFUN,estimating_function,estimating_function-method grab_estFUN,estimating_function-method |
| Grab the RHS formula from a model object | grab_fixed_formula |
| Gets the .psi_list slot in a m_estimation_basis | grab_GFUN grab_GFUN,geex,geex-method grab_GFUN,geex-method grab_GFUN,m_estimation_basis,m_estimation_basis-method grab_GFUN,m_estimation_basis-method |
| Gets the .B (meat matrix) slot | grab_meat grab_meat,sandwich_components,sandwich_components-method grab_meat,sandwich_components-method |
| Gets the .B_i (list of bread matrices) slot | grab_ee_list,sandwich_components-method grab_meat_list grab_meat_list,sandwich_components,sandwich_components-method grab_meat_list,sandwich_components-method |
| Grab estimating functions from a model object | grab_psiFUN grab_psiFUN.geeglm grab_psiFUN.glm grab_psiFUN.merMod |
| Gets the .psi_list slot in a m_estimation_basis | grab_psiFUN_list grab_psiFUN_list,geex,geex-method grab_psiFUN_list,geex-method grab_psiFUN_list,m_estimation_basis,m_estimation_basis-method grab_psiFUN_list,m_estimation_basis-method |
| Grab a vector of responses from a model object | grab_response |
| Grab the LHS formula from a model object | grab_response_formula |
| Estimate parameters and their covariance from a set of estimating equations | m_estimate |
| m_estimation_basis S4 class | m_estimation_basis-class |
| Extract the number observations | nobs,geex,geex-method nobs,geex-method nobs,geex_summary,geex_summary-method nobs,geex_summary-method |
| root_control S4 class | root_control-class |
| Gets the parameter estimates matrix from a geex object | roots roots,geex,geex-method roots,geex-method roots,geex_summary-method |
| sandwich_components S4 class | sandwich_components-class |
| Setup an approx_control object | setup_approx_control |
| Setup a basic_control object | setup_control |
| Setup a deriv_control object | setup_deriv_control |
| Setup a root_control object | setup_root_control |
| Show (print) the S4 geex classes | show show,geex,geex-method show,geex-method show,geex_summary,geex_summary-method show,geex_summary-method show,m_estimation_basis,m_estimation_basis-method show,m_estimation_basis-method show,sandwich_components,sandwich_components-method show,sandwich_components-method |
| Object Summaries | summary,geex-method |
| Gets the variance-covariance matrix from a geex object | vcov,geex,geex-method vcov,geex-method vcov,geex_summary,geex_summary-method vcov,geex_summary-method |
| Extract Model weights | weights,geex,geex-method weights,geex-method weights,geex_summary,geex_summary-method weights,geex_summary-method |
