The Calculus of M-estimation in R with geex
Applications
2019-01-08 v2
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 variance corrections and a website with an extensive collection of tutorials.
Keywords
Cite
@article{arxiv.1709.01413,
title = {The Calculus of M-estimation in R with geex},
author = {Bradley C. Saul and Michael G. Hudgens},
journal= {arXiv preprint arXiv:1709.01413},
year = {2019}
}