chandwich

Chandler-Bate Sandwich Loglikelihood Adjustment

Performs adjustments of a user-supplied independence loglikelihood function using a robust sandwich estimator of the parameter covariance matrix, based on the methodology in Chandler and Bate (2007) <doi:10.1093/biomet/asm015>. This can be used for cluster correlated data when interest lies in the parameters of the marginal distributions or for performing inferences that are robust to certain types of model misspecification. Functions for profiling the adjusted loglikelihoods are also provided, as are functions for calculating and plotting confidence intervals, for single model parameters, and confidence regions, for pairs of model parameters. Nested models can be compared using an adjusted likelihood ratio test.

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Description file content

Package
chandwich
Title
Chandler-Bate Sandwich Loglikelihood Adjustment
Version
1.1.2
Date
2019-07-11
Description
Performs adjustments of a user-supplied independence loglikelihood function using a robust sandwich estimator of the parameter covariance matrix, based on the methodology in Chandler and Bate (2007) . This can be used for cluster correlated data when interest lies in the parameters of the marginal distributions or for performing inferences that are robust to certain types of model misspecification. Functions for profiling the adjusted loglikelihoods are also provided, as are functions for calculating and plotting confidence intervals, for single model parameters, and confidence regions, for pairs of model parameters. Nested models can be compared using an adjusted likelihood ratio test.
Imports
graphics, methods, numDeriv, stats, utils
License
GPL (>= 2)
LazyData
TRUE
Encoding
UTF-8
Depends
R (>= 3.3.0)
RoxygenNote
6.1.0
Suggests
knitr, rmarkdown, sandwich, testthat
VignetteBuilder
knitr
URL
BugReports
http://github.com/paulnorthrop/chandwich/issues
NeedsCompilation
no
Packaged
2019-07-11 16:36:21 UTC; paul
Author
Paul J. Northrop [aut, cre, cph], Richard E. Chandler [aut, cph]
Maintainer
Paul J. Northrop
Repository
CRAN
Date/Publication
2019-07-11 21:59:26 UTC

install.packages('chandwich')

1.1.2

6 days ago

http://github.com/paulnorthrop/chandwich

Paul J. Northrop

GPL (>= 2)

Depends on

R (>= 3.3.0)

Imports

graphics, methods, numDeriv, stats, utils

Suggests

knitr, rmarkdown, sandwich, testthat

Discussions